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 | 0.55% | 90.34 % | 90.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,190 CHF | 455,690 CHF | 100.00% | 100.00% |
19/11/2024 | 0.55% | 90.41 % | 90.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,859 CHF | 455,359 CHF | 89.37% | 89.37% |
18/11/2024 | 0.54% | 92.18 % | 92.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,012 CHF | 462,512 CHF | 99.67% | 99.67% |
15/11/2024 | 0.54% | 91.40 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,591 CHF | 462,091 CHF | 100.00% | 100.00% |
14/11/2024 | 0.54% | 92.63 % | 93.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,669 CHF | 464,169 CHF | 100.00% | 100.00% |
13/11/2024 | 0.54% | 91.64 % | 92.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,563 CHF | 461,063 CHF | 100.00% | 100.00% |
12/11/2024 | 0.54% | 91.84 % | 92.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,720 CHF | 463,220 CHF | 98.74% | 98.74% |
11/11/2024 | 0.53% | 92.99 % | 93.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,350 CHF | 468,850 CHF | 100.00% | 100.00% |
08/11/2024 | 0.54% | 92.95 % | 93.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,709 CHF | 468,209 CHF | 99.83% | 99.83% |
07/11/2024 | 0.53% | 93.46 % | 93.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,165 CHF | 470,665 CHF | 100.00% | 100.00% |