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 | 1.88% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'653 CHF | 26'826 CHF | 100.00% | 100.00% |
19.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'881 CHF | 27'440 CHF | 100.00% | 100.00% |
18.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 102'926 | 50'000 | 51'413 CHF | 25'492 CHF | 100.00% | 100.00% |