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 | 7.92% | 0.27 CHF | 0.29 CHF | 139'522 | 50'000 | 138'727 | 50'000 | 38'742 CHF | 15'115 CHF | 100.00% | 100.00% |
19.11.2024 | 8.78% | 0.27 CHF | 0.29 CHF | 139'304 | 50'000 | 140'363 | 50'000 | 35'483 CHF | 13'805 CHF | 100.00% | 100.00% |
18.11.2024 | 7.09% | 0.33 CHF | 0.35 CHF | 135'574 | 50'000 | 137'334 | 50'000 | 41'827 CHF | 16'348 CHF | 100.00% | 100.00% |