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 | 3.53% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 190'865 | 190'865 | 53'115 CHF | 55'023 CHF | 100.00% | 100.00% |
19.11.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'991 | 150'991 | 54'624 CHF | 56'134 CHF | 99.87% | 99.87% |
18.11.2024 | 3.08% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 173'389 | 173'389 | 55'462 CHF | 57'196 CHF | 99.89% | 99.89% |