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 | 9.02% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 485'251 | 474'081 | 51'461 CHF | 55'123 CHF | 99.37% | 99.37% |
19.11.2024 | 9.68% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 512'341 | 457'893 | 50'366 CHF | 50'138 CHF | 99.25% | 99.25% |
18.11.2024 | 10.82% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 578'043 | 296'608 | 50'656 CHF | 28'971 CHF | 99.30% | 99.30% |