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 | 1.52% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'102 | 29'588 | 56'302 CHF | 33'244 CHF | 66.49% | 66.49% |
19.11.2024 | 3.04% | 1.27 CHF | 1.30 CHF | 50'000 | 50'000 | 34'114 | 34'114 | 38'658 CHF | 39'794 CHF | 56.96% | 56.96% |
18.11.2024 | 6.69% | 0.57 CHF | 0.60 CHF | 50'000 | 50'000 | 30'327 | 30'327 | 16'216 CHF | 17'282 CHF | 93.03% | 93.03% |