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 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 52'687 | 54'076 CHF | 36'027 CHF | 99.65% | 99.65% |
19.11.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'649 | 52'694 | 51'646 CHF | 34'207 CHF | 99.58% | 99.58% |
18.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 52'681 | 54'662 CHF | 36'507 CHF | 99.66% | 99.66% |