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% |