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 | 19.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'339 | 294'497 | 45'597 CHF | 16'622 CHF | 99.38% | 99.38% |
19.11.2024 | 20.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'747 | 310'344 | 44'994 CHF | 17'406 CHF | 99.28% | 99.28% |
18.11.2024 | 25.58% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'530 | 246'632 | 33'843 CHF | 10'927 CHF | 99.28% | 99.28% |