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 | 2.47% | 0.41 CHF | 0.42 CHF | 350'000 | 350'000 | 190'506 | 190'425 | 77'922 CHF | 79'799 CHF | 100.00% | 100.00% |
29.10.2024 | 2.78% | 0.40 CHF | 0.41 CHF | 350'000 | 350'000 | 186'776 | 186'776 | 70'986 CHF | 72'866 CHF | 99.74% | 99.74% |
28.10.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 350'000 | 350'000 | 188'444 | 186'079 | 74'759 CHF | 75'656 CHF | 99.89% | 99.89% |