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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 94'000 | 94'000 | 91'493 | 91'493 | 21'056 CHF | 21'971 CHF | 100.00% | 100.00% |
19.11.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 94'000 | 94'000 | 91'392 | 91'392 | 21'520 CHF | 22'434 CHF | 100.00% | 100.00% |
18.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 94'000 | 94'000 | 91'504 | 91'504 | 21'515 CHF | 22'430 CHF | 100.00% | 100.00% |
15.11.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 94'000 | 94'000 | 91'396 | 91'396 | 22'322 CHF | 23'236 CHF | 100.00% | 100.00% |