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 | 1.40% | 0.91 CHF | 0.92 CHF | 500'000 | 500'000 | 500'000 | 499'992 | 360'517 CHF | 365'511 CHF | 100.00% | 100.00% |
19.11.2024 | 1.04% | 0.89 CHF | 0.90 CHF | 500'000 | 500'000 | 500'000 | 499'998 | 486'299 CHF | 491'297 CHF | 100.00% | 100.00% |