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 | 3.49% | 0.28 CHF | 0.29 CHF | 147'685 | 50'000 | 147'435 | 50'000 | 41'516 CHF | 14'578 CHF | 100.00% | 100.00% |
19.11.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 148'148 | 50'000 | 148'038 | 50'000 | 43'399 CHF | 15'158 CHF | 100.00% | 100.00% |
18.11.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 145'978 | 50'000 | 145'553 | 50'000 | 37'179 CHF | 13'270 CHF | 100.00% | 100.00% |