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 | 2.05% | 0.51 CHF | 0.52 CHF | 660'000 | 660'000 | 401'469 | 401'469 | 201'222 CHF | 205'251 CHF | 100.00% | 100.00% |
29.10.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 660'000 | 660'000 | 388'941 | 388'941 | 198'530 CHF | 202'435 CHF | 98.81% | 98.81% |
28.10.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 590'000 | 590'000 | 356'242 | 356'242 | 220'524 CHF | 224'100 CHF | 99.61% | 99.61% |