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 | 13,90% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 751 360 | 388 600 | 50 309 CHF | 29 911 CHF | 99,38% | 99,38% |
19/11/2024 | 12,55% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 680 616 | 352 486 | 50 825 CHF | 29 849 CHF | 99,27% | 99,27% |
18/11/2024 | 9,74% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 515 626 | 457 901 | 50 390 CHF | 49 627 CHF | 99,26% | 99,26% |