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 | 1,52% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 102 | 29 588 | 56 302 CHF | 33 244 CHF | 66,49% | 66,49% |
19/11/2024 | 3,04% | 1,27 CHF | 1,30 CHF | 50 000 | 50 000 | 34 114 | 34 114 | 38 658 CHF | 39 794 CHF | 56,96% | 56,96% |
18/11/2024 | 6,69% | 0,57 CHF | 0,60 CHF | 50 000 | 50 000 | 30 327 | 30 327 | 16 216 CHF | 17 282 CHF | 93,03% | 93,03% |