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 | 1.53% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 98'463 | 98'463 | 63'762 CHF | 64'746 CHF | 100.00% | 100.00% |
20.11.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 95'064 | 95'065 | 61'673 CHF | 62'624 CHF | 100.00% | 100.00% |
19.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 77'284 | 77'284 | 52'560 CHF | 53'333 CHF | 97.09% | 97.09% |