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 | 0.53% | 93.81 % | 94.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,251 CHF | 474,751 CHF | 100.00% | 100.00% |
19/11/2024 | 0.53% | 93.45 % | 93.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,138 CHF | 470,638 CHF | 89.40% | 89.40% |
18/11/2024 | 0.52% | 96.18 % | 96.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,565 CHF | 483,065 CHF | 99.67% | 99.67% |
15/11/2024 | 0.52% | 95.78 % | 96.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,128 CHF | 486,628 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.96 % | 98.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,691 CHF | 491,191 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 97.39 % | 97.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,828 CHF | 490,328 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 97.82 % | 98.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,590 CHF | 494,090 CHF | 98.72% | 98.72% |
11/11/2024 | 0.50% | 99.46 % | 99.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,250 CHF | 501,750 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.58 % | 100.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,984 CHF | 502,484 CHF | 99.83% | 99.83% |
07/11/2024 | 0.50% | 100.33 % | 100.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,930 CHF | 505,430 CHF | 100.00% | 100.00% |