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 | 2,95% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 85 552 | 30 091 | 52 437 CHF | 18 627 CHF | 93,94% | 93,94% |
19/11/2024 | 2,47% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 71 316 | 29 799 | 53 122 CHF | 22 833 CHF | 99,67% | 99,67% |
18/11/2024 | 2,97% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 85 051 | 32 120 | 53 115 CHF | 22 067 CHF | 67,16% | 67,16% |