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 | 0.76% | 90.00 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,717 CHF | 460,217 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 92.60 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,776 CHF | 465,276 CHF | 100.00% | 100.00% |
18/11/2024 | 0.76% | 91.90 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,921 CHF | 464,421 CHF | 100.00% | 100.00% |
15/11/2024 | 0.74% | 92.80 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,755 CHF | 472,255 CHF | 98.35% | 98.35% |
14/11/2024 | 0.94% | 95.50 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,449 CHF | 481,949 CHF | 99.10% | 99.10% |
13/11/2024 | 0.92% | 94.80 % | 95.70 % | 500,000 | 500,000 | 499,734 | 499,717 | 472,674 CHF | 477,011 CHF | 99.19% | 99.19% |