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 | 1.31% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 42'139 | 29'569 | 56'534 CHF | 39'787 CHF | 66.68% | 66.68% |
19.11.2024 | 2.56% | 1.49 CHF | 1.52 CHF | 50'000 | 50'000 | 33'920 | 33'920 | 45'952 CHF | 47'085 CHF | 58.05% | 58.05% |
18.11.2024 | 4.76% | 0.79 CHF | 0.82 CHF | 50'000 | 50'000 | 30'288 | 30'288 | 22'910 CHF | 23'975 CHF | 93.53% | 93.53% |