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 | 2.95% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 85'552 | 30'091 | 52'437 CHF | 18'627 CHF | 93.94% | 93.94% |
19.11.2024 | 2.47% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 71'316 | 29'799 | 53'122 CHF | 22'833 CHF | 99.67% | 99.67% |
18.11.2024 | 2.97% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 85'051 | 32'120 | 53'115 CHF | 22'067 CHF | 67.16% | 67.16% |