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 | 1.24% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 42'140 | 29'571 | 59'146 CHF | 41'614 CHF | 66.67% | 66.67% |
19.11.2024 | 2.45% | 1.55 CHF | 1.58 CHF | 50'000 | 50'000 | 33'940 | 33'940 | 48'076 CHF | 49'210 CHF | 57.94% | 57.94% |
18.11.2024 | 4.40% | 0.86 CHF | 0.88 CHF | 50'000 | 50'000 | 30'292 | 30'292 | 24'794 CHF | 25'859 CHF | 93.48% | 93.48% |