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 | 5.76% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'436 CHF | 8'936 CHF | 99.97% | 99.97% |
19.11.2024 | 6.29% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 49'964 | 49'991 | 7'727 CHF | 8'232 CHF | 99.81% | 99.81% |
18.11.2024 | 5.36% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'083 CHF | 9'583 CHF | 99.95% | 99.95% |