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 | 20.01% | 0.15 CHF | 0.20 CHF | 340'000 | 25'000 | 259'969 | 24'123 | 50'388 CHF | 5'732 CHF | 60.18% | 60.18% |
19.11.2024 | 9.83% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 148'706 | 30'400 | 51'959 CHF | 11'381 CHF | 88.55% | 88.55% |
18.11.2024 | 15.66% | 0.31 CHF | 0.33 CHF | 170'000 | 50'000 | 227'480 | 30'371 | 50'678 CHF | 8'227 CHF | 90.35% | 90.35% |