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 | 11.40% | 0.19 CHF | 0.22 CHF | 139'522 | 50'000 | 138'787 | 50'000 | 25'728 CHF | 10'385 CHF | 100.00% | 100.00% |
19.11.2024 | 9.83% | 0.20 CHF | 0.22 CHF | 139'556 | 50'000 | 140'361 | 50'000 | 29'809 CHF | 11'695 CHF | 100.00% | 100.00% |
18.11.2024 | 12.48% | 0.14 CHF | 0.16 CHF | 135'797 | 50'000 | 137'267 | 50'000 | 22'192 CHF | 9'152 CHF | 100.00% | 100.00% |