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 | 4.39% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 100'760 CHF | 35'087 CHF | 99.23% | 99.23% |
29.10.2024 | 3.63% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 444'103 | 148'034 | 120'431 CHF | 41'624 CHF | 98.59% | 98.59% |
28.10.2024 | 3.95% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'084 CHF | 38'861 CHF | 96.95% | 96.95% |