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 | 6.55% | 0.56 CHF | 0.60 CHF | 90'000 | 20'000 | 82'917 | 20'000 | 53'652 CHF | 13'882 CHF | 100.00% | 100.00% |
19.11.2024 | 5.83% | 0.73 CHF | 0.78 CHF | 70'000 | 20'000 | 73'356 | 20'000 | 53'165 CHF | 15'393 CHF | 100.00% | 100.00% |
18.11.2024 | 6.03% | 0.72 CHF | 0.76 CHF | 70'000 | 10'000 | 71'994 | 10'000 | 52'978 CHF | 7'836 CHF | 95.56% | 95.56% |