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 | 13,25% | 0,07 CHF | 0,08 CHF | 625 000 | 325 000 | 716 692 | 369 730 | 50 464 CHF | 29 749 CHF | 100,00% | 100,00% |
19/11/2024 | 15,80% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 867 162 | 433 154 | 50 582 CHF | 29 690 CHF | 99,91% | 99,91% |
18/11/2024 | 17,74% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 972 387 | 489 840 | 49 993 CHF | 30 093 CHF | 99,85% | 99,85% |