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 | 0.31% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,888 CHF | 493,437 CHF | 99.37% | 99.37% |
19/11/2024 | 0.32% | 97.90 % | 98.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,987 CHF | 491,537 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,732 CHF | 492,282 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,761 CHF | 494,310 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,557 CHF | 494,057 CHF | 99.10% | 99.10% |
13/11/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,327 CHF | 491,827 CHF | 99.69% | 99.69% |