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% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 71'066 | 52'686 | 56'588 CHF | 42'385 CHF | 99.66% | 99.66% |
19.11.2024 | 1.38% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 71'066 | 52'694 | 54'057 CHF | 40'536 CHF | 99.58% | 99.58% |
18.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 71'065 | 52'680 | 57'118 CHF | 42'862 CHF | 99.66% | 99.66% |