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% | 74.11 % | 74.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 371,392 CHF | 373,892 CHF | 100.00% | 100.00% |
19/11/2024 | 0.67% | 74.77 % | 75.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 373,360 CHF | 375,860 CHF | 89.36% | 89.36% |
18/11/2024 | 0.65% | 76.24 % | 76.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 383,565 CHF | 386,065 CHF | 99.66% | 99.66% |
15/11/2024 | 0.65% | 76.58 % | 77.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 380,999 CHF | 383,499 CHF | 100.00% | 100.00% |
14/11/2024 | 0.67% | 75.49 % | 75.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 373,494 CHF | 375,994 CHF | 100.00% | 100.00% |
13/11/2024 | 0.68% | 73.77 % | 74.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 366,889 CHF | 369,389 CHF | 100.00% | 100.00% |
12/11/2024 | 0.68% | 72.75 % | 73.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 366,492 CHF | 368,992 CHF | 98.72% | 98.72% |
11/11/2024 | 0.66% | 75.28 % | 75.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 376,080 CHF | 378,580 CHF | 100.00% | 100.00% |
08/11/2024 | 0.66% | 74.49 % | 74.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 378,401 CHF | 380,901 CHF | 99.84% | 99.84% |
07/11/2024 | 0.62% | 80.14 % | 80.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,505 CHF | 402,005 CHF | 100.00% | 100.00% |