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 | 11.04% | 0.19 CHF | 0.22 CHF | 139'312 | 50'000 | 138'762 | 50'000 | 27'913 CHF | 11'233 CHF | 100.00% | 100.00% |
19.11.2024 | 12.46% | 0.19 CHF | 0.21 CHF | 139'378 | 50'000 | 140'345 | 50'000 | 24'522 CHF | 9'892 CHF | 100.00% | 100.00% |
18.11.2024 | 9.02% | 0.25 CHF | 0.27 CHF | 135'797 | 50'000 | 137'267 | 50'000 | 31'148 CHF | 12'419 CHF | 100.00% | 100.00% |