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 | 3.86% | 0.25 CHF | 0.26 CHF | 130'000 | 130'000 | 126'612 | 126'612 | 32'166 CHF | 33'432 CHF | 100.00% | 100.00% |
19.11.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 130'000 | 130'000 | 126'610 | 126'610 | 31'666 CHF | 32'932 CHF | 100.00% | 100.00% |
18.11.2024 | 3.97% | 0.26 CHF | 0.27 CHF | 130'000 | 130'000 | 126'615 | 126'615 | 31'311 CHF | 32'577 CHF | 100.00% | 100.00% |