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% | 96.90 % | 97.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,411 CHF | 485,959 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 96.00 % | 96.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,702 CHF | 482,252 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 97.10 % | 97.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,057 CHF | 486,607 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 97.30 % | 97.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,514 CHF | 489,063 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,387 CHF | 488,887 CHF | 99.10% | 99.10% |
13/11/2024 | 0.52% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,555 CHF | 484,055 CHF | 99.69% | 99.69% |