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% | 96.30 % | 96.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,758 CHF | 485,307 CHF | 99.37% | 99.37% |
19/11/2024 | 0.32% | 96.30 % | 96.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,243 CHF | 483,793 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 96.80 % | 97.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,036 CHF | 487,586 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 97.60 % | 97.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,987 CHF | 489,536 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,112 CHF | 486,612 CHF | 99.10% | 99.10% |
13/11/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,602 CHF | 484,102 CHF | 99.69% | 99.69% |