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 | 4,39% | 0,31 CHF | 0,32 CHF | 98 608 | 25 000 | 97 087 | 25 000 | 25 882 CHF | 6 957 CHF | 100,00% | 100,00% |
19/11/2024 | 4,55% | 0,26 CHF | 0,27 CHF | 96 384 | 25 000 | 95 046 | 25 000 | 20 547 CHF | 5 653 CHF | 90,71% | 100,00% |
18/11/2024 | 3,92% | 0,23 CHF | 0,24 CHF | 95 695 | 25 000 | 96 739 | 25 000 | 24 272 CHF | 6 522 CHF | 100,00% | 100,00% |