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 | 4.26% | 0.23 CHF | 0.24 CHF | 147'685 | 50'000 | 147'380 | 50'000 | 33'886 CHF | 11'998 CHF | 100.00% | 100.00% |
19.11.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 148'165 | 50'000 | 147'856 | 50'000 | 32'300 CHF | 11'423 CHF | 100.00% | 100.00% |
18.11.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 145'777 | 50'000 | 145'483 | 50'000 | 37'634 CHF | 13'436 CHF | 100.00% | 100.00% |