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 | 0.34% | 89.60 % | 89.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,185 CHF | 452,734 CHF | 99.40% | 99.40% |
19/11/2024 | 0.34% | 90.80 % | 91.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,645 CHF | 457,195 CHF | 100.00% | 100.00% |
18/11/2024 | 0.55% | 91.50 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,219 CHF | 459,719 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 93.40 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,060 CHF | 477,560 CHF | 96.58% | 96.58% |
14/11/2024 | 0.53% | 95.10 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,414 CHF | 475,914 CHF | 99.10% | 99.10% |
13/11/2024 | 0.52% | 94.60 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,090 CHF | 482,590 CHF | 95.63% | 95.63% |