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 | 8.40% | 0.28 CHF | 0.30 CHF | 139'522 | 50'000 | 138'749 | 50'000 | 36'963 CHF | 14'484 CHF | 100.00% | 100.00% |
19.11.2024 | 7.27% | 0.28 CHF | 0.30 CHF | 139'378 | 50'000 | 140'360 | 50'000 | 41'284 CHF | 15'800 CHF | 100.00% | 100.00% |
18.11.2024 | 8.79% | 0.22 CHF | 0.24 CHF | 135'574 | 50'000 | 137'334 | 50'000 | 33'385 CHF | 13'269 CHF | 100.00% | 100.00% |