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 | 1.95% | 0.52 CHF | 0.53 CHF | 120'000 | 120'000 | 56'127 | 56'127 | 28'832 CHF | 29'395 CHF | 99.90% | 99.90% |
29.10.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 120'000 | 120'000 | 59'590 | 59'590 | 34'016 CHF | 34'626 CHF | 97.56% | 97.56% |
28.10.2024 | 1.56% | 0.68 CHF | 0.69 CHF | 110'000 | 110'000 | 63'236 | 63'236 | 41'981 CHF | 42'617 CHF | 99.82% | 99.82% |