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% | 95.10 % | 95.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,120 CHF | 479,669 CHF | 99.37% | 99.37% |
19/11/2024 | 0.32% | 95.40 % | 95.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,203 CHF | 478,753 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 95.90 % | 96.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,686 CHF | 482,236 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 96.50 % | 96.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,688 CHF | 486,237 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,597 CHF | 487,097 CHF | 99.10% | 99.10% |
13/11/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,885 CHF | 484,385 CHF | 99.69% | 99.69% |