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 | 5.51% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 274'178 | 52'695 | 50'778 CHF | 10'220 CHF | 99.61% | 99.61% |
19.11.2024 | 6.70% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 338'442 | 52'697 | 50'772 CHF | 8'435 CHF | 99.55% | 99.55% |
18.11.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 263'145 | 52'684 | 50'500 CHF | 10'652 CHF | 99.63% | 99.63% |