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 | 3.67% | 0.26 CHF | 0.27 CHF | 147'874 | 50'000 | 147'422 | 50'000 | 39'446 CHF | 13'880 CHF | 100.00% | 100.00% |
19.11.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 147'994 | 50'000 | 148'088 | 50'000 | 37'666 CHF | 13'218 CHF | 100.00% | 100.00% |
18.11.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 145'978 | 50'000 | 145'553 | 50'000 | 42'875 CHF | 15'230 CHF | 100.00% | 100.00% |