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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 0.86% | 90.52 % | 91.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,777 CHF | 232,777 CHF | 99.95% | 99.95% |
18/12/2024 | 0.85% | 93.84 % | 94.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,431 CHF | 237,431 CHF | 99.99% | 99.99% |
17/12/2024 | 0.83% | 94.53 % | 95.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,591 CHF | 241,591 CHF | 99.92% | 99.92% |