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 | 0.63% | 126.00 % | 126.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 632,688 CHF | 636,688 CHF | 97.95% | 97.95% |
19/11/2024 | 0.64% | 125.00 % | 125.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 625,057 CHF | 629,057 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 125.20 % | 126.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 623,735 CHF | 628,735 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 124.40 % | 125.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 622,745 CHF | 627,745 CHF | 100.00% | 100.00% |
14/11/2024 | 0.64% | 124.80 % | 125.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 622,234 CHF | 626,234 CHF | 100.00% | 100.00% |
13/11/2024 | 0.64% | 124.80 % | 125.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 624,332 CHF | 628,332 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 124.60 % | 125.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 628,176 CHF | 633,176 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 126.90 % | 127.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 634,777 CHF | 639,777 CHF | 100.00% | 100.00% |
08/11/2024 | 0.64% | 125.00 % | 125.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 624,380 CHF | 628,380 CHF | 100.00% | 100.00% |
07/11/2024 | 0.63% | 125.60 % | 126.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 628,158 CHF | 632,158 CHF | 99.76% | 99.76% |