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 | 1.65% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,804 | 145,804 | 143,613 CHF | 144,899 CHF | 99.01% | 99.01% |
19/11/2024 | 1.67% | 98.10 % | 98.60 % | 500,000 | 500,000 | 145,042 | 145,042 | 141,253 CHF | 142,535 CHF | 100.00% | 100.00% |
18/11/2024 | 1.66% | 97.50 % | 98.00 % | 500,000 | 500,000 | 145,071 | 145,071 | 140,900 CHF | 142,182 CHF | 99.77% | 99.77% |
15/11/2024 | 1.65% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,044 | 145,044 | 142,774 CHF | 144,056 CHF | 100.00% | 100.00% |
14/11/2024 | 1.65% | 98.30 % | 98.80 % | 500,000 | 500,000 | 145,883 | 145,883 | 143,235 CHF | 144,519 CHF | 99.10% | 99.10% |
13/11/2024 | 1.65% | 99.20 % | 99.70 % | 500,000 | 500,000 | 145,541 | 145,541 | 144,397 CHF | 145,682 CHF | 99.69% | 99.69% |