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 | 1.95% | 0.65 CHF | 0.66 CHF | 80'000 | 25'000 | 87'736 | 25'000 | 53'478 CHF | 15'557 CHF | 100.00% | 100.00% |
19.11.2024 | 2.02% | 0.60 CHF | 0.61 CHF | 90'000 | 25'000 | 92'867 | 25'000 | 51'636 CHF | 14'191 CHF | 87.69% | 87.69% |
18.11.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 53'602 CHF | 15'139 CHF | 100.00% | 100.00% |