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 | 7.84% | 0.11 CHF | 0.12 CHF | 135'732 | 75'000 | 135'072 | 75'000 | 16'693 CHF | 10'021 CHF | 94.79% | 94.79% |
19.11.2024 | 9.93% | 0.11 CHF | 0.12 CHF | 135'333 | 75'000 | 135'733 | 75'000 | 13'137 CHF | 8'012 CHF | 100.00% | 100.00% |
18.11.2024 | 10.05% | 0.14 CHF | 0.15 CHF | 134'707 | 75'000 | 73'811 | 51'451 | 10'030 CHF | 7'771 CHF | 100.00% | 100.00% |