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 | 15.63% | 0.00 CHF | 0.04 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 9'133 CHF | 10'633 CHF | 75.92% | 77.82% |
19.11.2024 | 14.37% | 0.07 CHF | 0.08 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 9'979 CHF | 11'479 CHF | 99.57% | 99.57% |
18.11.2024 | 14.79% | 0.06 CHF | 0.07 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 10'218 CHF | 11'718 CHF | 98.00% | 99.56% |