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 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,340 CHF | 492,840 CHF | 99.37% | 99.37% |
19/11/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,868 CHF | 492,368 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,553 CHF | 491,103 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 97.50 % | 97.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,656 CHF | 489,205 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,624 CHF | 490,124 CHF | 99.10% | 99.10% |
13/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,897 CHF | 489,397 CHF | 99.69% | 99.69% |