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 | 8.67% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 432'033 | 52'700 | 50'179 CHF | 6'595 CHF | 99.57% | 99.57% |
19.11.2024 | 12.11% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 490'272 | 52'702 | 40'167 CHF | 4'806 CHF | 99.50% | 99.50% |