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 | 17.61% | 0.11 CHF | 0.14 CHF | 139'522 | 50'000 | 138'739 | 50'000 | 17'148 CHF | 7'368 CHF | 100.00% | 100.00% |
19.11.2024 | 22.75% | 0.11 CHF | 0.13 CHF | 139'205 | 50'000 | 140'332 | 50'000 | 13'503 CHF | 5'999 CHF | 100.00% | 100.00% |
18.11.2024 | 13.59% | 0.17 CHF | 0.19 CHF | 135'951 | 50'000 | 137'284 | 50'000 | 20'363 CHF | 8'500 CHF | 100.00% | 100.00% |