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% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 137 968 | 50 000 | 52 268 CHF | 19 514 CHF | 100,00% | 100,00% |
19/11/2024 | 2,71% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 124 045 | 50 000 | 51 871 CHF | 21 498 CHF | 100,00% | 100,00% |
18/11/2024 | 2,67% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 132 254 | 50 000 | 51 400 CHF | 19 967 CHF | 100,00% | 100,00% |