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 | 18.08% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 499'808 | 25'336 | 46'485 CHF | 2'688 CHF | 99.66% | 99.66% |
19.11.2024 | 23.57% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 25'337 | 35'002 CHF | 2'213 CHF | 99.64% | 99.64% |
18.11.2024 | 22.50% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 499'839 | 25'334 | 37'595 CHF | 2'392 CHF | 99.65% | 99.65% |