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 | 2.34% | 0.40 CHF | 0.41 CHF | 350'000 | 350'000 | 158'405 | 158'405 | 66'507 CHF | 68'097 CHF | 98.37% | 98.37% |
29.10.2024 | 1.76% | 0.62 CHF | 0.63 CHF | 340'000 | 340'000 | 193'900 | 193'900 | 113'970 CHF | 115'916 CHF | 100.00% | 100.00% |
28.10.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 370'000 | 370'000 | 208'440 | 208'440 | 112'462 CHF | 114'553 CHF | 100.00% | 100.00% |