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 | 0.87% | 91.50 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,885 CHF | 462,885 CHF | 97.94% | 97.94% |
19/11/2024 | 0.87% | 91.60 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,200 CHF | 463,200 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 93.40 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,530 CHF | 470,530 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 92.70 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,859 CHF | 469,859 CHF | 100.00% | 100.00% |
14/11/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,577 CHF | 471,577 CHF | 100.00% | 100.00% |
13/11/2024 | 0.86% | 92.80 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,539 CHF | 468,539 CHF | 99.83% | 99.83% |
12/11/2024 | 0.85% | 93.00 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,668 CHF | 470,668 CHF | 100.00% | 100.00% |
11/11/2024 | 1.05% | 94.20 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,356 CHF | 477,356 CHF | 100.00% | 100.00% |
08/11/2024 | 1.05% | 94.10 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,481 CHF | 476,481 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,186 CHF | 478,186 CHF | 99.76% | 99.76% |