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 | 2.21% | 0.41 CHF | 0.42 CHF | 98'608 | 25'000 | 97'090 | 25'000 | 43'455 CHF | 11'443 CHF | 100.00% | 100.00% |
19.11.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 96'292 | 25'000 | 94'982 | 25'000 | 47'710 CHF | 12'843 CHF | 87.69% | 87.69% |
18.11.2024 | 2.99% | 0.49 CHF | 0.50 CHF | 95'695 | 25'000 | 96'697 | 25'000 | 44'905 CHF | 11'963 CHF | 100.00% | 100.00% |