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 | 5,51% | 0,16 CHF | 0,17 CHF | 320 000 | 75 000 | 274 178 | 52 695 | 50 778 CHF | 10 220 CHF | 99,61% | 99,61% |
19/11/2024 | 6,70% | 0,16 CHF | 0,17 CHF | 320 000 | 75 000 | 338 442 | 52 697 | 50 772 CHF | 8 435 CHF | 99,55% | 99,55% |
18/11/2024 | 5,19% | 0,18 CHF | 0,19 CHF | 280 000 | 75 000 | 263 145 | 52 684 | 50 500 CHF | 10 652 CHF | 99,63% | 99,63% |