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 | 3,38% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 171 579 | 52 700 | 51 720 CHF | 16 314 CHF | 99,57% | 99,57% |
19/11/2024 | 3,80% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 193 065 | 52 702 | 51 300 CHF | 14 498 CHF | 99,50% | 99,50% |
18/11/2024 | 3,44% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 168 947 | 52 690 | 51 994 CHF | 16 765 CHF | 99,58% | 99,58% |