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 | 2,56% | 1,05 CHF | 1,22 CHF | 50 000 | 7 500 | 40 061 | 4 668 | 51 681 CHF | 6 161 CHF | 78,10% | 99,34% |
19/11/2024 | 2,40% | 1,22 CHF | 1,24 CHF | 50 000 | 7 500 | 44 833 | 5 276 | 55 809 CHF | 6 721 CHF | 99,40% | 99,40% |
18/11/2024 | 2,22% | 1,21 CHF | 1,22 CHF | 50 000 | 10 000 | 49 576 | 6 508 | 59 771 CHF | 8 009 CHF | 6,27% | 98,34% |