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 | 4.39% | 0.31 CHF | 0.32 CHF | 98'608 | 25'000 | 97'087 | 25'000 | 25'882 CHF | 6'957 CHF | 100.00% | 100.00% |
19.11.2024 | 4.55% | 0.26 CHF | 0.27 CHF | 96'384 | 25'000 | 95'046 | 25'000 | 20'547 CHF | 5'653 CHF | 90.71% | 100.00% |
18.11.2024 | 3.92% | 0.23 CHF | 0.24 CHF | 95'695 | 25'000 | 96'739 | 25'000 | 24'272 CHF | 6'522 CHF | 100.00% | 100.00% |