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 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,077 CHF | 250,077 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 99.02 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,414 CHF | 249,414 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.08 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,549 CHF | 249,549 CHF | 100.00% | 100.00% |