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 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,291 CHF | 486,840 CHF | 99.37% | 99.37% |
19/11/2024 | 0.32% | 96.50 % | 96.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,629 CHF | 485,179 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 97.00 % | 97.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,799 CHF | 488,349 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,649 CHF | 490,197 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,005 CHF | 488,505 CHF | 99.10% | 99.10% |
13/11/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,470 CHF | 485,970 CHF | 99.69% | 99.69% |