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 | 0.61% | 15.90 % | 16.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 81,588 CHF | 16,418 CHF | 99.38% | 99.38% |
19/11/2024 | 0.60% | 16.75 % | 16.85 % | 500,000 | 100,000 | 500,000 | 100,000 | 83,615 CHF | 16,823 CHF | 99.37% | 99.37% |
18/11/2024 | 0.59% | 16.65 % | 16.75 % | 500,000 | 100,000 | 500,000 | 100,000 | 83,825 CHF | 16,865 CHF | 99.37% | 99.37% |
15/11/2024 | 0.56% | 17.40 % | 17.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 89,423 CHF | 17,985 CHF | 98.82% | 98.82% |
14/11/2024 | 0.53% | 18.75 % | 18.85 % | 500,000 | 100,000 | 500,000 | 100,000 | 93,337 CHF | 18,767 CHF | 99.25% | 99.37% |
13/11/2024 | 0.55% | 18.15 % | 18.25 % | 500,000 | 100,000 | 500,000 | 100,000 | 90,260 CHF | 18,152 CHF | 99.13% | 99.13% |
12/11/2024 | 0.52% | 18.30 % | 18.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 96,326 CHF | 19,365 CHF | 93.10% | 93.10% |
11/11/2024 | 0.50% | 20.15 % | 20.25 % | 500,000 | 100,000 | 500,000 | 100,000 | 99,136 CHF | 19,927 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 21.00 % | 21.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 101,696 CHF | 20,439 CHF | 99.34% | 99.34% |
07/11/2024 | 0.49% | 19.80 % | 19.90 % | 500,000 | 100,000 | 499,709 | 100,000 | 101,330 CHF | 20,378 CHF | 73.88% | 73.88% |