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 | 0.67% | 73.87 % | 74.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 370,020 CHF | 372,520 CHF | 100.00% | 100.00% |
19/11/2024 | 0.68% | 73.64 % | 74.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 368,006 CHF | 370,506 CHF | 89.37% | 89.37% |
18/11/2024 | 0.67% | 74.56 % | 75.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 372,032 CHF | 374,532 CHF | 99.67% | 99.67% |
15/11/2024 | 0.67% | 74.26 % | 74.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 374,565 CHF | 377,065 CHF | 100.00% | 100.00% |
14/11/2024 | 0.66% | 75.34 % | 75.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 375,101 CHF | 377,601 CHF | 100.00% | 100.00% |
13/11/2024 | 0.66% | 74.83 % | 75.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 374,750 CHF | 377,250 CHF | 100.00% | 100.00% |
12/11/2024 | 0.66% | 75.14 % | 75.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 377,112 CHF | 379,612 CHF | 98.72% | 98.72% |
11/11/2024 | 0.65% | 76.20 % | 76.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 382,637 CHF | 385,137 CHF | 100.00% | 100.00% |
08/11/2024 | 0.65% | 76.21 % | 76.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 382,386 CHF | 384,886 CHF | 99.84% | 99.84% |
07/11/2024 | 0.65% | 76.85 % | 77.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 385,646 CHF | 388,146 CHF | 100.00% | 100.00% |