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 | 4.96% | 0.18 CHF | 0.19 CHF | 135'647 | 75'000 | 135'088 | 75'000 | 26'639 CHF | 15'542 CHF | 94.79% | 94.79% |
19.11.2024 | 5.67% | 0.18 CHF | 0.19 CHF | 135'333 | 75'000 | 135'759 | 75'000 | 23'366 CHF | 13'661 CHF | 100.00% | 100.00% |
18.11.2024 | 6.39% | 0.21 CHF | 0.22 CHF | 134'707 | 75'000 | 73'801 | 51'451 | 15'370 CHF | 11'484 CHF | 100.00% | 100.00% |