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 | 2,20% | 0,58 CHF | 0,59 CHF | 90 000 | 25 000 | 95 322 | 25 000 | 51 270 CHF | 13 756 CHF | 100,00% | 100,00% |
19/11/2024 | 2,04% | 0,53 CHF | 0,54 CHF | 96 292 | 25 000 | 94 981 | 25 000 | 46 195 CHF | 12 407 CHF | 87,69% | 87,69% |
18/11/2024 | 1,90% | 0,50 CHF | 0,51 CHF | 95 695 | 25 000 | 96 720 | 25 000 | 50 440 CHF | 13 287 CHF | 100,00% | 100,00% |