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 | 3.85% | 0.26 CHF | 0.27 CHF | 610'000 | 610'000 | 598'000 | 598'000 | 155'715 CHF | 161'702 CHF | 99.83% | 99.83% |
29.10.2024 | 3.23% | 0.29 CHF | 0.30 CHF | 570'000 | 570'000 | 551'141 | 551'141 | 171'216 CHF | 176'733 CHF | 100.00% | 100.00% |
28.10.2024 | 3.28% | 0.33 CHF | 0.34 CHF | 570'000 | 570'000 | 574'756 | 574'756 | 175'888 CHF | 181'642 CHF | 99.47% | 99.47% |