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 | 2.39% | 0.38 CHF | 0.39 CHF | 132'942 | 75'000 | 124'799 | 75'000 | 51'545 CHF | 31'767 CHF | 100.00% | 100.00% |
19.11.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 132'634 | 75'000 | 49'489 CHF | 28'736 CHF | 73.03% | 73.03% |
18.11.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 132'773 | 75'000 | 132'027 | 75'000 | 50'218 CHF | 29'289 CHF | 95.32% | 95.32% |