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 | 2.20% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 95'322 | 25'000 | 51'270 CHF | 13'756 CHF | 100.00% | 100.00% |
19.11.2024 | 2.04% | 0.53 CHF | 0.54 CHF | 96'292 | 25'000 | 94'981 | 25'000 | 46'195 CHF | 12'407 CHF | 87.69% | 87.69% |
18.11.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 95'695 | 25'000 | 96'720 | 25'000 | 50'440 CHF | 13'287 CHF | 100.00% | 100.00% |