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 | 0.96% | 103.30 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,382 CHF | 523,382 CHF | 97.95% | 97.95% |
19/11/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,359 CHF | 519,359 CHF | 100.00% | 100.00% |
18/11/2024 | 0.78% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,473 CHF | 515,473 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,560 CHF | 511,560 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,636 CHF | 505,636 CHF | 100.00% | 100.00% |