Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 54.87% | 0.03 CHF | 0.05 CHF | 500,000 | 75,000 | 486,469 | 75,000 | 16,055 CHF | 4,350 CHF | 96.88% | 96.88% |
19/11/2024 | 23.57% | 0.04 CHF | 0.06 CHF | 466,835 | 75,000 | 468,976 | 75,000 | 22,551 CHF | 4,566 CHF | 96.71% | 96.71% |