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 | 54.87% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 486'469 | 75'000 | 16'055 CHF | 4'350 CHF | 96.88% | 96.88% |
19.11.2024 | 23.57% | 0.04 CHF | 0.06 CHF | 466'835 | 75'000 | 468'976 | 75'000 | 22'551 CHF | 4'566 CHF | 96.71% | 96.71% |