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 | 1,95% | 0,65 CHF | 0,66 CHF | 80 000 | 25 000 | 87 736 | 25 000 | 53 478 CHF | 15 557 CHF | 100,00% | 100,00% |
19/11/2024 | 2,02% | 0,60 CHF | 0,61 CHF | 90 000 | 25 000 | 92 867 | 25 000 | 51 636 CHF | 14 191 CHF | 87,69% | 87,69% |
18/11/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 90 000 | 25 000 | 90 000 | 25 000 | 53 602 CHF | 15 139 CHF | 100,00% | 100,00% |