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 | 1.70% | 0.56 CHF | 0.57 CHF | 98'311 | 25'000 | 90'668 | 25'000 | 53'047 CHF | 14'884 CHF | 78.26% | 78.26% |
19.11.2024 | 2.21% | 0.59 CHF | 0.60 CHF | 90'000 | 25'000 | 82'028 | 25'000 | 51'934 CHF | 16'197 CHF | 87.69% | 87.69% |
18.11.2024 | 1.76% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 89'522 | 25'000 | 53'567 CHF | 15'228 CHF | 100.00% | 100.00% |