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 | 8.77% | 0.13 CHF | 0.15 CHF | 390,000 | 75,000 | 354,820 | 75,000 | 50,716 CHF | 11,734 CHF | 96.88% | 96.88% |
19/11/2024 | 7.59% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 329,471 | 75,000 | 51,082 CHF | 12,562 CHF | 96.71% | 96.71% |