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 | 0.52% | 76.45 % | 76.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,028 CHF | 383,028 CHF | 99.38% | 99.38% |
19/11/2024 | 0.53% | 75.80 % | 76.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 377,452 CHF | 379,452 CHF | 99.37% | 99.37% |
18/11/2024 | 0.53% | 76.10 % | 76.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 379,398 CHF | 381,398 CHF | 98.94% | 98.94% |
15/11/2024 | 0.51% | 76.55 % | 76.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,688 CHF | 389,688 CHF | 99.36% | 99.36% |
14/11/2024 | 0.51% | 77.80 % | 78.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,826 CHF | 389,826 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 78.80 % | 79.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,695 CHF | 397,695 CHF | 65.05% | 65.05% |
12/11/2024 | 0.50% | 80.05 % | 80.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,791 CHF | 403,791 CHF | 99.16% | 99.16% |
11/11/2024 | 0.49% | 81.30 % | 81.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,246 CHF | 411,246 CHF | 99.37% | 99.37% |
08/11/2024 | 0.48% | 81.70 % | 82.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,729 CHF | 414,729 CHF | 99.37% | 99.37% |
07/11/2024 | 0.50% | 84.05 % | 84.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,208 CHF | 428,352 CHF | 98.56% | 98.56% |