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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,82% | 101,70 % | 102,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 946 CHF | 245 948 CHF | 95,89% | 95,89% |
20/11/2024 | 0,83% | 95,33 % | 96,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 409 CHF | 243 409 CHF | 99,98% | 99,98% |
19/11/2024 | 0,83% | 97,14 % | 97,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 104 CHF | 242 104 CHF | 99,43% | 99,43% |
18/11/2024 | 0,82% | 98,22 % | 99,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 397 CHF | 246 397 CHF | 90,78% | 90,78% |