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 | 3,71% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 187 468 | 52 687 | 51 021 CHF | 14 770 CHF | 99,65% | 99,65% |
19/11/2024 | 4,25% | 0,24 CHF | 0,25 CHF | 210 000 | 75 000 | 213 770 | 52 694 | 50 599 CHF | 12 974 CHF | 99,58% | 99,58% |
18/11/2024 | 3,79% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 184 252 | 52 681 | 51 254 CHF | 15 206 CHF | 99,66% | 99,66% |