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 | 3.66% | 0.23 CHF | 0.24 CHF | 98'608 | 25'000 | 97'102 | 25'000 | 26'179 CHF | 6'994 CHF | 100.00% | 100.00% |
19.11.2024 | 4.27% | 0.28 CHF | 0.29 CHF | 96'384 | 25'000 | 94'932 | 25'000 | 30'723 CHF | 8'447 CHF | 87.69% | 87.69% |
18.11.2024 | 3.61% | 0.31 CHF | 0.32 CHF | 95'695 | 25'000 | 96'713 | 25'000 | 27'901 CHF | 7'478 CHF | 100.00% | 100.00% |