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 | 0.60% | 98.72 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,587 CHF | 249,087 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 98.76 % | 99.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,093 CHF | 249,593 CHF | 89.36% | 89.36% |
18/11/2024 | 0.60% | 99.25 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,679 CHF | 249,179 CHF | 99.67% | 99.67% |
15/11/2024 | 0.60% | 99.11 % | 99.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,152 CHF | 250,652 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 99.87 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,072 CHF | 251,572 CHF | 100.00% | 100.00% |