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 | 1.44% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 72'020 | 52'698 | 52'284 CHF | 38'703 CHF | 99.58% | 99.58% |
19.11.2024 | 1.52% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 78'685 | 52'702 | 54'305 CHF | 36'857 CHF | 99.51% | 99.51% |
18.11.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 71'207 | 52'689 | 52'239 CHF | 39'178 CHF | 99.59% | 99.59% |