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 | 2,80% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 117 761 | 100 000 | 52 429 CHF | 45 815 CHF | 99,38% | 99,38% |
19/11/2024 | 2,61% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 118 500 | 100 000 | 52 452 CHF | 45 468 CHF | 100,00% | 100,00% |
18/11/2024 | 2,60% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 107 948 | 100 000 | 52 869 CHF | 50 298 CHF | 100,00% | 100,00% |