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 | 3.38% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 171'579 | 52'700 | 51'720 CHF | 16'314 CHF | 99.57% | 99.57% |
19.11.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 193'065 | 52'702 | 51'300 CHF | 14'498 CHF | 99.50% | 99.50% |
18.11.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 168'947 | 52'690 | 51'994 CHF | 16'765 CHF | 99.58% | 99.58% |