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 | 3.93% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 544'692 | 181'564 | 135'427 CHF | 46'958 CHF | 99.17% | 99.17% |
19.11.2024 | 3.98% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 528'620 | 176'207 | 129'690 CHF | 44'992 CHF | 88.77% | 88.77% |