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 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,098 CHF | 497,598 CHF | 99.37% | 99.37% |
19/11/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,061 CHF | 497,561 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,115 CHF | 496,615 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,731 CHF | 492,279 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,865 CHF | 490,365 CHF | 99.10% | 99.10% |
13/11/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,823 CHF | 491,323 CHF | 99.69% | 99.69% |