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 | 19.83% | 0.04 CHF | 0.05 CHF | 148'206 | 50'000 | 147'348 | 50'000 | 6'838 CHF | 2'822 CHF | 100.00% | 100.00% |
19.11.2024 | 27.03% | 0.04 CHF | 0.05 CHF | 147'720 | 50'000 | 148'070 | 50'000 | 4'804 CHF | 2'122 CHF | 100.00% | 100.00% |
18.11.2024 | 13.04% | 0.06 CHF | 0.07 CHF | 146'129 | 50'000 | 145'668 | 50'000 | 10'572 CHF | 4'130 CHF | 100.00% | 100.00% |