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 | 4.96% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 115'672 | 50'000 | 52'163 CHF | 23'712 CHF | 100.00% | 100.00% |
19.11.2024 | 4.50% | 0.46 CHF | 0.49 CHF | 110'000 | 50'000 | 108'309 | 50'000 | 51'791 CHF | 25'064 CHF | 100.00% | 100.00% |
18.11.2024 | 4.99% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 121'335 | 50'000 | 51'991 CHF | 22'533 CHF | 100.00% | 100.00% |