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 | 2.99% | 0.37 CHF | 0.38 CHF | 98'608 | 25'000 | 97'102 | 25'000 | 32'082 CHF | 8'506 CHF | 100.00% | 100.00% |
19.11.2024 | 4.03% | 0.32 CHF | 0.33 CHF | 96'292 | 25'000 | 94'982 | 25'000 | 26'250 CHF | 7'191 CHF | 87.69% | 87.69% |
18.11.2024 | 4.44% | 0.29 CHF | 0.30 CHF | 95'695 | 25'000 | 96'697 | 25'000 | 30'121 CHF | 8'139 CHF | 100.00% | 100.00% |