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 | 8.16% | 0.43 CHF | 0.48 CHF | 120'000 | 20'000 | 101'509 | 20'000 | 52'789 CHF | 11'382 CHF | 100.00% | 100.00% |
19.11.2024 | 7.11% | 0.61 CHF | 0.65 CHF | 90'000 | 20'000 | 88'793 | 20'000 | 53'266 CHF | 12'896 CHF | 100.00% | 100.00% |
18.11.2024 | 7.14% | 0.59 CHF | 0.64 CHF | 90'000 | 10'000 | 86'668 | 10'000 | 52'896 CHF | 6'584 CHF | 95.56% | 95.56% |