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 | 0,79% | 87,76 % | 88,46 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 570 CHF | 53 995 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 88,97 % | 89,68 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 688 CHF | 54 114 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 89,07 % | 89,78 % | 60 000 | 60 000 | 60 000 | 60 000 | 53 503 CHF | 53 929 CHF | 100,00% | 100,00% |