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 | 10,86% | 0,08 CHF | 0,09 CHF | 147 874 | 50 000 | 147 422 | 50 000 | 12 910 CHF | 4 880 CHF | 100,00% | 100,00% |
19/11/2024 | 12,66% | 0,08 CHF | 0,09 CHF | 147 994 | 50 000 | 148 088 | 50 000 | 11 010 CHF | 4 218 CHF | 100,00% | 100,00% |
18/11/2024 | 8,35% | 0,11 CHF | 0,12 CHF | 146 345 | 50 000 | 145 605 | 50 000 | 16 777 CHF | 6 263 CHF | 100,00% | 100,00% |