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 | 4.93% | 0.21 CHF | 0.22 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 13'891 CHF | 14'591 CHF | 99.44% | 99.44% |
19.11.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 15'351 CHF | 16'057 CHF | 100.00% | 100.00% |
18.11.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 13'176 CHF | 13'876 CHF | 99.88% | 99.88% |
15.11.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 14'272 CHF | 14'972 CHF | 100.00% | 100.00% |