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 | 1.32% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 42'163 | 29'589 | 53'958 CHF | 37'966 CHF | 66.48% | 66.48% |
19.11.2024 | 2.67% | 1.43 CHF | 1.45 CHF | 50'000 | 50'000 | 34'147 | 34'147 | 44'118 CHF | 45'254 CHF | 56.81% | 56.81% |
18.11.2024 | 5.19% | 0.73 CHF | 0.76 CHF | 50'000 | 50'000 | 30'320 | 30'320 | 21'053 CHF | 22'120 CHF | 93.17% | 93.17% |