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 | 3.80% | 0.26 CHF | 0.27 CHF | 147'741 | 50'000 | 147'359 | 50'000 | 38'104 CHF | 13'427 CHF | 100.00% | 100.00% |
19.11.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 148'355 | 50'000 | 147'973 | 50'000 | 40'058 CHF | 14'035 CHF | 100.00% | 100.00% |
18.11.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 146'295 | 50'000 | 145'605 | 50'000 | 33'864 CHF | 12'127 CHF | 100.00% | 100.00% |