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 | 2.80% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 137'968 | 50'000 | 52'268 CHF | 19'514 CHF | 100.00% | 100.00% |
19.11.2024 | 2.71% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 124'045 | 50'000 | 51'871 CHF | 21'498 CHF | 100.00% | 100.00% |
18.11.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 132'254 | 50'000 | 51'400 CHF | 19'967 CHF | 100.00% | 100.00% |