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 | 0.83% | 95.33 % | 96.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,409 CHF | 243,409 CHF | 99.98% | 99.98% |
19/11/2024 | 0.83% | 97.14 % | 97.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,104 CHF | 242,104 CHF | 99.43% | 99.43% |
18/11/2024 | 0.82% | 98.22 % | 99.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,397 CHF | 246,397 CHF | 90.78% | 90.78% |