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 | 1,88% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 653 CHF | 26 826 CHF | 100,00% | 100,00% |
19/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 881 CHF | 27 440 CHF | 100,00% | 100,00% |
18/11/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 102 926 | 50 000 | 51 413 CHF | 25 492 CHF | 100,00% | 100,00% |