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 | 3.84% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 110'212 | 25'335 | 52'373 CHF | 12'370 CHF | 99.67% | 99.67% |
19.11.2024 | 4.06% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 118'009 | 25'337 | 53'214 CHF | 11'867 CHF | 99.64% | 99.64% |