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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | 0.83% | 95.12 % | 95.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,526 CHF | 240,526 CHF | 99.97% | 99.97% |
29/10/2024 | 0.82% | 96.27 % | 97.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,958 CHF | 244,958 CHF | 99.66% | 99.66% |
28/10/2024 | 0.82% | 97.78 % | 98.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,193 CHF | 245,193 CHF | 99.98% | 99.98% |