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 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'804 | 50'000 | 51'594 CHF | 23'787 CHF | 100.00% | 100.00% |
19.11.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'581 CHF | 24'400 CHF | 100.00% | 100.00% |
18.11.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'781 CHF | 22'492 CHF | 100.00% | 100.00% |