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 | 2.31% | 0.45 CHF | 0.46 CHF | 300'000 | 300'000 | 164'849 | 164'778 | 73'161 CHF | 74'785 CHF | 100.00% | 100.00% |
29.10.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 300'000 | 300'000 | 161'229 | 161'229 | 80'176 CHF | 81'799 CHF | 99.74% | 99.74% |
28.10.2024 | 2.20% | 0.49 CHF | 0.50 CHF | 320'000 | 320'000 | 171'633 | 169'565 | 80'859 CHF | 81'631 CHF | 99.89% | 99.89% |