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 | 3,80% | 0,26 CHF | 0,27 CHF | 147 741 | 50 000 | 147 359 | 50 000 | 38 104 CHF | 13 427 CHF | 100,00% | 100,00% |
19/11/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 148 355 | 50 000 | 147 973 | 50 000 | 40 058 CHF | 14 035 CHF | 100,00% | 100,00% |
18/11/2024 | 4,22% | 0,24 CHF | 0,25 CHF | 146 295 | 50 000 | 145 605 | 50 000 | 33 864 CHF | 12 127 CHF | 100,00% | 100,00% |