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 | 9,02% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 485 251 | 474 081 | 51 461 CHF | 55 123 CHF | 99,37% | 99,37% |
19/11/2024 | 9,68% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 512 341 | 457 893 | 50 366 CHF | 50 138 CHF | 99,25% | 99,25% |
18/11/2024 | 10,82% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 578 043 | 296 608 | 50 656 CHF | 28 971 CHF | 99,30% | 99,30% |