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 | 3.21% | 0.30 CHF | 0.31 CHF | 148'206 | 50'000 | 147'348 | 50'000 | 45'148 CHF | 15'822 CHF | 100.00% | 100.00% |
19.11.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 147'720 | 50'000 | 148'070 | 50'000 | 43'302 CHF | 15'122 CHF | 100.00% | 100.00% |
18.11.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 146'129 | 50'000 | 145'668 | 50'000 | 48'446 CHF | 17'131 CHF | 100.00% | 100.00% |