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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 4.64% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 23'004 | 23'004 | 14'011 CHF | 14'291 CHF | 96.57% | 96.57% |
18.12.2024 | 1.03% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 30'537 | 30'537 | 30'055 CHF | 30'360 CHF | 97.62% | 97.62% |
17.12.2024 | 3.81% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 18'800 | 18'800 | 20'217 CHF | 20'485 CHF | 94.03% | 94.03% |