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 | 0.48% | 70.30 % | 70.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 360,532 CHF | 362,282 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 73.40 % | 73.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 358,118 CHF | 359,878 CHF | 99.17% | 99.17% |
18/11/2024 | 0.52% | 75.80 % | 76.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 379,123 CHF | 381,113 CHF | 99.22% | 99.22% |
15/11/2024 | 0.52% | 76.20 % | 76.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 385,546 CHF | 387,546 CHF | 99.17% | 99.17% |
14/11/2024 | 0.48% | 75.00 % | 75.40 % | 500,000 | 500,000 | 499,972 | 500,000 | 367,448 CHF | 369,244 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 74.05 % | 74.40 % | 500,000 | 500,000 | 499,976 | 500,000 | 373,105 CHF | 374,980 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 76.45 % | 76.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,061 CHF | 394,061 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 87.10 % | 87.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,597 CHF | 439,847 CHF | 99.17% | 99.17% |
08/11/2024 | 0.52% | 84.95 % | 85.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,527 CHF | 433,776 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 90.25 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,683 CHF | 454,933 CHF | 98.43% | 98.43% |