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 | 1.84% | 0.50 CHF | 0.51 CHF | 98'608 | 25'000 | 95'902 | 25'000 | 51'795 CHF | 13'764 CHF | 95.25% | 95.25% |
19.11.2024 | 1.88% | 0.56 CHF | 0.57 CHF | 96'336 | 25'000 | 90'090 | 25'000 | 53'855 CHF | 15'229 CHF | 95.49% | 95.49% |
18.11.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 91'935 | 25'000 | 51'548 CHF | 14'274 CHF | 84.42% | 84.42% |