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 | 3.13% | 0.27 CHF | 0.28 CHF | 98'681 | 25'000 | 97'059 | 25'000 | 30'632 CHF | 8'144 CHF | 100.00% | 100.00% |
19.11.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 96'292 | 25'000 | 94'960 | 25'000 | 35'202 CHF | 9'559 CHF | 87.69% | 87.69% |
18.11.2024 | 3.69% | 0.36 CHF | 0.37 CHF | 95'796 | 25'000 | 96'720 | 25'000 | 32'104 CHF | 8'611 CHF | 100.00% | 100.00% |