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 | 2.29% | 0.44 CHF | 0.45 CHF | 630'000 | 630'000 | 617'862 | 617'862 | 272'669 CHF | 278'854 CHF | 100.00% | 100.00% |
29.10.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 590'000 | 590'000 | 577'503 | 577'503 | 283'204 CHF | 288'985 CHF | 100.00% | 100.00% |
28.10.2024 | 2.09% | 0.51 CHF | 0.52 CHF | 590'000 | 590'000 | 594'564 | 594'564 | 288'068 CHF | 294'020 CHF | 99.47% | 99.47% |