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 | 2,26% | 0,81 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 724 CHF | 62 109 CHF | 100,00% | 100,00% |
19/11/2024 | 2,32% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 76 125 | 75 000 | 56 281 CHF | 56 796 CHF | 100,00% | 100,00% |
18/11/2024 | 2,49% | 0,68 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 411 CHF | 33 583 CHF | 100,00% | 100,00% |