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 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,613 CHF | 480,613 CHF | 97.95% | 97.95% |
19/11/2024 | 0.84% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,453 CHF | 475,453 CHF | 100.00% | 100.00% |
18/11/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,992 CHF | 485,992 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,711 CHF | 481,711 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,604 CHF | 490,604 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,029 CHF | 491,029 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,352 CHF | 491,352 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 499,983 | 500,000 | 493,343 CHF | 497,360 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,985 CHF | 494,985 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,338 CHF | 496,338 CHF | 99.76% | 99.76% |