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 | 5.34% | 0.19 CHF | 0.20 CHF | 147'874 | 50'000 | 147'422 | 50'000 | 26'894 CHF | 9'620 CHF | 100.00% | 100.00% |
19.11.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 147'994 | 50'000 | 148'088 | 50'000 | 28'974 CHF | 10'282 CHF | 100.00% | 100.00% |
18.11.2024 | 6.25% | 0.16 CHF | 0.17 CHF | 145'978 | 50'000 | 145'553 | 50'000 | 22'623 CHF | 8'270 CHF | 100.00% | 100.00% |