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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.10.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 522'153 | 174'051 | 176'813 CHF | 60'678 CHF | 99.23% | 99.23% |
29.10.2024 | 3.26% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 181'482 CHF | 62'494 CHF | 98.59% | 98.59% |
28.10.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 192'862 CHF | 66'287 CHF | 96.90% | 96.90% |