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 | 11.86% | 0.08 CHF | 0.09 CHF | 147'685 | 50'000 | 147'380 | 50'000 | 11'779 CHF | 4'498 CHF | 100.00% | 100.00% |
19.11.2024 | 13.67% | 0.07 CHF | 0.08 CHF | 148'165 | 50'000 | 147'856 | 50'000 | 10'122 CHF | 3'923 CHF | 100.00% | 100.00% |
18.11.2024 | 8.84% | 0.10 CHF | 0.11 CHF | 145'777 | 50'000 | 145'483 | 50'000 | 15'811 CHF | 5'936 CHF | 100.00% | 100.00% |