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 | 0.50% | 79.45 % | 79.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,910 CHF | 401,910 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 79.70 % | 80.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,419 CHF | 398,419 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 79.00 % | 79.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,986 CHF | 395,986 CHF | 99.21% | 99.21% |
15/11/2024 | 0.50% | 78.80 % | 79.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,956 CHF | 397,956 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 79.05 % | 79.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,551 CHF | 394,551 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 77.55 % | 77.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,445 CHF | 389,445 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 78.85 % | 79.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 400,936 CHF | 402,936 CHF | 99.17% | 99.17% |
11/11/2024 | 0.48% | 82.15 % | 82.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,552 CHF | 417,552 CHF | 99.17% | 99.17% |
08/11/2024 | 0.48% | 82.50 % | 82.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,888 CHF | 414,888 CHF | 99.17% | 99.17% |
07/11/2024 | 0.48% | 82.80 % | 83.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,286 CHF | 416,286 CHF | 99.09% | 99.09% |