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 | 4.31% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 199'352 | 100'000 | 50'867 CHF | 26'674 CHF | 99.38% | 99.38% |
19.11.2024 | 4.54% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 199'946 | 100'000 | 50'470 CHF | 26'467 CHF | 100.00% | 100.00% |
18.11.2024 | 4.22% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 172'438 | 100'000 | 51'683 CHF | 31'298 CHF | 100.00% | 100.00% |