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 | 1,49% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 48 516 | 29 570 | 57 399 CHF | 35 068 CHF | 66,68% | 66,68% |
19/11/2024 | 2,89% | 1,33 CHF | 1,36 CHF | 50 000 | 50 000 | 33 923 | 33 923 | 40 565 CHF | 41 698 CHF | 58,03% | 58,03% |
18/11/2024 | 6,02% | 0,63 CHF | 0,66 CHF | 50 000 | 50 000 | 30 288 | 30 288 | 18 074 CHF | 19 139 CHF | 93,53% | 93,53% |