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 | 2.30% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'606 CHF | 22'002 CHF | 100.00% | 100.00% |
19.11.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'984 CHF | 22'577 CHF | 100.00% | 100.00% |
18.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 129'916 | 50'000 | 52'294 CHF | 20'627 CHF | 100.00% | 100.00% |