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 | 1,24% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 42 140 | 29 571 | 59 146 CHF | 41 614 CHF | 66,67% | 66,67% |
19/11/2024 | 2,45% | 1,55 CHF | 1,58 CHF | 50 000 | 50 000 | 33 940 | 33 940 | 48 076 CHF | 49 210 CHF | 57,94% | 57,94% |
18/11/2024 | 4,40% | 0,86 CHF | 0,88 CHF | 50 000 | 50 000 | 30 292 | 30 292 | 24 794 CHF | 25 859 CHF | 93,48% | 93,48% |