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 | 4.59% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 130'888 | 130'888 | 28'412 CHF | 29'727 CHF | 100.00% | 100.00% |
29.10.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 230'000 | 230'000 | 124'991 | 124'991 | 30'388 CHF | 31'646 CHF | 99.66% | 99.66% |
28.10.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 230'000 | 230'000 | 123'386 | 123'386 | 31'848 CHF | 33'085 CHF | 99.82% | 99.82% |