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% | 97.30 % | 97.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,927 CHF | 489,476 CHF | 99.37% | 99.37% |
19/11/2024 | 0.32% | 97.40 % | 97.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,255 CHF | 486,805 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 97.00 % | 97.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,228 CHF | 485,778 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 97.00 % | 97.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,021 CHF | 484,569 CHF | 99.04% | 99.04% |
14/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,218 CHF | 492,718 CHF | 99.10% | 99.10% |
13/11/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,283 CHF | 491,783 CHF | 99.69% | 99.69% |