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 | 13.90% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 751'360 | 388'600 | 50'309 CHF | 29'911 CHF | 99.38% | 99.38% |
19.11.2024 | 12.55% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 680'616 | 352'486 | 50'825 CHF | 29'849 CHF | 99.27% | 99.27% |
18.11.2024 | 9.74% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 515'626 | 457'901 | 50'390 CHF | 49'627 CHF | 99.26% | 99.26% |