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 | 0.88% | 90.20 % | 91.00 % | 500,000 | 500,000 | 499,666 | 500,000 | 450,889 CHF | 455,191 CHF | 97.95% | 97.95% |
19/11/2024 | 0.89% | 89.70 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,710 CHF | 451,710 CHF | 100.00% | 100.00% |
18/11/2024 | 0.88% | 90.90 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,277 CHF | 457,277 CHF | 100.00% | 100.00% |
15/11/2024 | 0.87% | 90.80 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,343 CHF | 461,343 CHF | 100.00% | 100.00% |
14/11/2024 | 0.87% | 92.10 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,115 CHF | 463,115 CHF | 100.00% | 100.00% |
13/11/2024 | 0.86% | 92.50 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,565 CHF | 467,565 CHF | 100.00% | 100.00% |
12/11/2024 | 0.86% | 92.70 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,461 CHF | 469,461 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,917 CHF | 478,917 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.60 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,646 CHF | 474,646 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 94.30 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,947 CHF | 477,947 CHF | 99.76% | 99.76% |