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 | 10.82% | 0.20 CHF | 0.21 CHF | 260'000 | 50'000 | 308'461 | 25'336 | 50'994 CHF | 4'758 CHF | 99.66% | 99.66% |
19.11.2024 | 9.48% | 0.18 CHF | 0.19 CHF | 290'000 | 50'000 | 271'249 | 25'338 | 51'036 CHF | 5'212 CHF | 99.63% | 99.63% |
18.11.2024 | 9.63% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 277'945 | 25'335 | 51'158 CHF | 5'060 CHF | 99.64% | 99.64% |