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 | 1.69% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 89'991 | 52'697 | 54'253 CHF | 32'174 CHF | 99.60% | 99.60% |
19.11.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 91'669 | 52'698 | 51'971 CHF | 30'340 CHF | 99.54% | 99.54% |
18.11.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 89'771 | 52'685 | 54'761 CHF | 32'666 CHF | 99.63% | 99.63% |