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 | 2,39% | 0,38 CHF | 0,39 CHF | 132 942 | 75 000 | 124 799 | 75 000 | 51 545 CHF | 31 767 CHF | 100,00% | 100,00% |
19/11/2024 | 2,65% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 132 634 | 75 000 | 49 489 CHF | 28 736 CHF | 73,03% | 73,03% |
18/11/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 132 773 | 75 000 | 132 027 | 75 000 | 50 218 CHF | 29 289 CHF | 95,32% | 95,32% |