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 | 13.25% | 0.07 CHF | 0.08 CHF | 625'000 | 325'000 | 716'692 | 369'730 | 50'464 CHF | 29'749 CHF | 100.00% | 100.00% |
19.11.2024 | 15.80% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 867'162 | 433'154 | 50'582 CHF | 29'690 CHF | 99.91% | 99.91% |
18.11.2024 | 17.74% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 972'387 | 489'840 | 49'993 CHF | 30'093 CHF | 99.85% | 99.85% |