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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 5.85% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 312'087 | 312'082 | 51'814 CHF | 54'934 CHF | 100.00% | 100.00% |
20.11.2024 | 6.04% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 324'060 | 324'060 | 52'029 CHF | 55'270 CHF | 100.00% | 100.00% |
19.11.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 341'808 | 341'807 | 51'830 CHF | 55'248 CHF | 97.09% | 97.09% |