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 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 342 CHF | 506 842 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 160 CHF | 506 660 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 526 CHF | 505 026 CHF | 100,00% | 100,00% |