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 | 3.96% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 56'126 | 56'126 | 16'171 CHF | 16'769 CHF | 99.90% | 99.90% |
29.10.2024 | 2.87% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 59'792 | 59'792 | 21'263 CHF | 21'894 CHF | 96.70% | 96.70% |
28.10.2024 | 2.18% | 0.49 CHF | 0.50 CHF | 110'000 | 110'000 | 63'229 | 63'229 | 30'132 CHF | 30'768 CHF | 99.82% | 99.82% |