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 | 1.49% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 48'516 | 29'570 | 57'399 CHF | 35'068 CHF | 66.68% | 66.68% |
19.11.2024 | 2.89% | 1.33 CHF | 1.36 CHF | 50'000 | 50'000 | 33'923 | 33'923 | 40'565 CHF | 41'698 CHF | 58.03% | 58.03% |
18.11.2024 | 6.02% | 0.63 CHF | 0.66 CHF | 50'000 | 50'000 | 30'288 | 30'288 | 18'074 CHF | 19'139 CHF | 93.53% | 93.53% |