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 | 3.71% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 187'468 | 52'687 | 51'021 CHF | 14'770 CHF | 99.65% | 99.65% |
19.11.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 213'770 | 52'694 | 50'599 CHF | 12'974 CHF | 99.58% | 99.58% |
18.11.2024 | 3.79% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 184'252 | 52'681 | 51'254 CHF | 15'206 CHF | 99.66% | 99.66% |