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 | 6.26% | 0.36 CHF | 0.38 CHF | 139'312 | 50'000 | 138'770 | 50'000 | 48'409 CHF | 18'566 CHF | 100.00% | 100.00% |
19.11.2024 | 5.81% | 0.36 CHF | 0.38 CHF | 139'142 | 50'000 | 135'930 | 50'000 | 51'035 CHF | 19'919 CHF | 100.00% | 100.00% |
18.11.2024 | 6.58% | 0.30 CHF | 0.33 CHF | 135'574 | 50'000 | 137'373 | 50'000 | 44'707 CHF | 17'376 CHF | 100.00% | 100.00% |