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 | 3.11% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 145'264 | 100'000 | 51'593 CHF | 36'674 CHF | 99.38% | 99.38% |
19.11.2024 | 3.27% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 147'180 | 100'000 | 51'885 CHF | 36'467 CHF | 100.00% | 100.00% |
18.11.2024 | 3.18% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 129'304 | 100'000 | 51'711 CHF | 41'298 CHF | 100.00% | 100.00% |