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 | 2.53% | 0.51 CHF | 0.52 CHF | 98'608 | 25'000 | 97'099 | 25'000 | 45'676 CHF | 12'057 CHF | 100.00% | 100.00% |
19.11.2024 | 2.69% | 0.46 CHF | 0.47 CHF | 96'292 | 25'000 | 94'982 | 25'000 | 39'547 CHF | 10'691 CHF | 87.69% | 87.69% |
18.11.2024 | 2.17% | 0.43 CHF | 0.44 CHF | 95'579 | 25'000 | 96'732 | 25'000 | 44'073 CHF | 11'639 CHF | 100.00% | 100.00% |