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 | 7.34% | 0.13 CHF | 0.14 CHF | 147'685 | 50'000 | 147'435 | 50'000 | 19'400 CHF | 7'078 CHF | 100.00% | 100.00% |
19.11.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 148'148 | 50'000 | 148'038 | 50'000 | 21'194 CHF | 7'658 CHF | 100.00% | 100.00% |
18.11.2024 | 9.11% | 0.11 CHF | 0.12 CHF | 145'978 | 50'000 | 145'553 | 50'000 | 15'346 CHF | 5'770 CHF | 100.00% | 100.00% |