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 | 4.48% | 0.18 CHF | 0.19 CHF | 132'927 | 75'000 | 131'434 | 75'000 | 28'789 CHF | 17'183 CHF | 100.00% | 100.00% |
19.11.2024 | 5.42% | 0.20 CHF | 0.21 CHF | 131'853 | 75'000 | 132'618 | 75'000 | 23'869 CHF | 14'251 CHF | 100.00% | 100.00% |
18.11.2024 | 5.24% | 0.19 CHF | 0.20 CHF | 132'773 | 75'000 | 132'961 | 75'000 | 24'777 CHF | 14'729 CHF | 100.00% | 100.00% |