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 | 1.25% | 0.75 CHF | 0.76 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 119'165 CHF | 120'665 CHF | 100.00% | 100.00% |
19.11.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 106'657 CHF | 108'157 CHF | 99.90% | 99.90% |
18.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'603 CHF | 63'353 CHF | 99.91% | 99.91% |