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 | 0.59% | 84.77 % | 85.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,539 CHF | 428,039 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 84.93 % | 85.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,254 CHF | 429,754 CHF | 89.37% | 89.37% |
18/11/2024 | 0.58% | 85.42 % | 85.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,458 CHF | 430,958 CHF | 99.67% | 99.67% |
15/11/2024 | 0.58% | 85.59 % | 86.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,533 CHF | 433,033 CHF | 100.00% | 100.00% |
14/11/2024 | 0.58% | 86.44 % | 86.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,823 CHF | 432,323 CHF | 100.00% | 100.00% |
13/11/2024 | 0.59% | 84.65 % | 85.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,380 CHF | 424,880 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 84.26 % | 84.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,566 CHF | 430,066 CHF | 98.73% | 98.73% |
11/11/2024 | 0.57% | 86.74 % | 87.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,742 CHF | 442,242 CHF | 100.00% | 100.00% |
08/11/2024 | 0.57% | 87.79 % | 88.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,956 CHF | 439,456 CHF | 99.83% | 99.83% |
07/11/2024 | 0.58% | 87.63 % | 88.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,356 CHF | 435,856 CHF | 100.00% | 100.00% |