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 | 4.14% | 0.56 CHF | 0.59 CHF | 90'000 | 50'000 | 94'833 | 50'000 | 52'518 CHF | 28'885 CHF | 100.00% | 100.00% |
19.11.2024 | 3.67% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 90'773 | 50'000 | 52'813 CHF | 30'195 CHF | 100.00% | 100.00% |
18.11.2024 | 3.95% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 100'075 | 50'000 | 53'199 CHF | 27'652 CHF | 100.00% | 100.00% |