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 | 6,06% | 0,35 CHF | 0,37 CHF | 139 239 | 50 000 | 138 742 | 50 000 | 49 661 CHF | 19 016 CHF | 100,00% | 100,00% |
19/11/2024 | 6,80% | 0,35 CHF | 0,37 CHF | 139 095 | 50 000 | 140 343 | 50 000 | 46 390 CHF | 17 700 CHF | 100,00% | 100,00% |
18/11/2024 | 5,46% | 0,39 CHF | 0,41 CHF | 137 136 | 50 000 | 135 418 | 50 000 | 51 810 CHF | 20 224 CHF | 57,40% | 57,40% |