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 | 2.90% | 0.34 CHF | 0.35 CHF | 147'685 | 50'000 | 147'377 | 50'000 | 50'097 CHF | 17'498 CHF | 100.00% | 100.00% |
19.11.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 148'165 | 50'000 | 147'856 | 50'000 | 48'564 CHF | 16'923 CHF | 100.00% | 100.00% |
18.11.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 139'847 | 50'000 | 51'568 CHF | 18'939 CHF | 99.30% | 99.30% |