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 | 3.70% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 107'739 | 30'091 | 52'390 CHF | 15'729 CHF | 93.95% | 93.95% |
19.11.2024 | 5.02% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 144'585 | 29'798 | 51'776 CHF | 11'159 CHF | 99.67% | 99.67% |