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 | 1.41% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 48'296 | 29'578 | 58'422 CHF | 35'855 CHF | 66.60% | 66.60% |
19.11.2024 | 2.83% | 1.35 CHF | 1.38 CHF | 50'000 | 50'000 | 34'017 | 34'017 | 41'567 CHF | 42'702 CHF | 57.51% | 57.51% |
18.11.2024 | 5.76% | 0.66 CHF | 0.69 CHF | 50'000 | 50'000 | 30'300 | 30'300 | 18'890 CHF | 19'955 CHF | 93.39% | 93.39% |