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 | 2.93% | 0.44 CHF | 0.46 CHF | 98'681 | 25'000 | 97'097 | 25'000 | 39'075 CHF | 10'356 CHF | 100.00% | 100.00% |
19.11.2024 | 2.81% | 0.39 CHF | 0.40 CHF | 96'137 | 25'000 | 95'008 | 25'000 | 33'388 CHF | 9'034 CHF | 100.00% | 100.00% |
18.11.2024 | 2.55% | 0.36 CHF | 0.37 CHF | 95'796 | 25'000 | 96'731 | 25'000 | 37'538 CHF | 9'951 CHF | 100.00% | 100.00% |