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 | 6.06% | 0.35 CHF | 0.37 CHF | 139'239 | 50'000 | 138'742 | 50'000 | 49'661 CHF | 19'016 CHF | 100.00% | 100.00% |
19.11.2024 | 6.80% | 0.35 CHF | 0.37 CHF | 139'095 | 50'000 | 140'343 | 50'000 | 46'390 CHF | 17'700 CHF | 100.00% | 100.00% |
18.11.2024 | 5.46% | 0.39 CHF | 0.41 CHF | 137'136 | 50'000 | 135'418 | 50'000 | 51'810 CHF | 20'224 CHF | 57.40% | 57.40% |