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 | 492,827 CHF | 494,376 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 97.20 % | 97.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,912 CHF | 489,462 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 97.70 % | 98.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,479 CHF | 492,029 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,636 CHF | 493,184 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,386 CHF | 491,886 CHF | 99.10% | 99.10% |
13/11/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,159 CHF | 485,659 CHF | 99.69% | 99.69% |