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 | 10.67% | 0.14 CHF | 0.15 CHF | 350'000 | 50'000 | 308'489 | 25'337 | 50'864 CHF | 4'520 CHF | 99.65% | 99.65% |
19.11.2024 | 12.32% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 357'665 | 25'338 | 50'729 CHF | 4'038 CHF | 99.63% | 99.63% |