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 | 4,14% | 0,56 CHF | 0,59 CHF | 90 000 | 50 000 | 94 833 | 50 000 | 52 518 CHF | 28 885 CHF | 100,00% | 100,00% |
19/11/2024 | 3,67% | 0,57 CHF | 0,59 CHF | 90 000 | 50 000 | 90 773 | 50 000 | 52 813 CHF | 30 195 CHF | 100,00% | 100,00% |
18/11/2024 | 3,95% | 0,51 CHF | 0,53 CHF | 100 000 | 50 000 | 100 075 | 50 000 | 53 199 CHF | 27 652 CHF | 100,00% | 100,00% |