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 | 2.63% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 134'753 | 52'685 | 51'702 CHF | 20'642 CHF | 99.66% | 99.66% |
19.11.2024 | 2.94% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 147'867 | 52'694 | 51'604 CHF | 18'876 CHF | 99.58% | 99.58% |
18.11.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 132'750 | 52'680 | 51'858 CHF | 21'100 CHF | 99.66% | 99.66% |