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 | 6.21% | 0.15 CHF | 0.16 CHF | 148'206 | 50'000 | 147'348 | 50'000 | 23'046 CHF | 8'322 CHF | 100.00% | 100.00% |
19.11.2024 | 6.79% | 0.15 CHF | 0.16 CHF | 147'720 | 50'000 | 148'070 | 50'000 | 21'091 CHF | 7'622 CHF | 100.00% | 100.00% |
18.11.2024 | 5.34% | 0.17 CHF | 0.18 CHF | 146'129 | 50'000 | 145'668 | 50'000 | 26'596 CHF | 9'630 CHF | 100.00% | 100.00% |