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 | 10.86% | 0.08 CHF | 0.09 CHF | 147'874 | 50'000 | 147'422 | 50'000 | 12'910 CHF | 4'880 CHF | 100.00% | 100.00% |
19.11.2024 | 12.66% | 0.08 CHF | 0.09 CHF | 147'994 | 50'000 | 148'088 | 50'000 | 11'010 CHF | 4'218 CHF | 100.00% | 100.00% |
18.11.2024 | 8.35% | 0.11 CHF | 0.12 CHF | 146'345 | 50'000 | 145'605 | 50'000 | 16'777 CHF | 6'263 CHF | 100.00% | 100.00% |