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 | 2.66% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 139'814 | 50'000 | 51'946 CHF | 19'078 CHF | 100.00% | 100.00% |
19.11.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 136'388 | 50'000 | 52'233 CHF | 19'658 CHF | 100.00% | 100.00% |
18.11.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 145'978 | 50'000 | 145'164 | 50'000 | 50'091 CHF | 17'753 CHF | 97.56% | 97.56% |