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 | 8,16% | 0,43 CHF | 0,48 CHF | 120 000 | 20 000 | 101 509 | 20 000 | 52 789 CHF | 11 382 CHF | 100,00% | 100,00% |
19/11/2024 | 7,11% | 0,61 CHF | 0,65 CHF | 90 000 | 20 000 | 88 793 | 20 000 | 53 266 CHF | 12 896 CHF | 100,00% | 100,00% |
18/11/2024 | 7,14% | 0,59 CHF | 0,64 CHF | 90 000 | 10 000 | 86 668 | 10 000 | 52 896 CHF | 6 584 CHF | 95,56% | 95,56% |