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% | 78.65 % | 79.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,936 CHF | 397,936 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 78.95 % | 79.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,548 CHF | 394,548 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 78.25 % | 78.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 390,219 CHF | 392,219 CHF | 99.22% | 99.22% |
15/11/2024 | 0.51% | 78.00 % | 78.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,023 CHF | 394,023 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 78.30 % | 78.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,683 CHF | 390,683 CHF | 99.16% | 99.16% |
13/11/2024 | 0.52% | 76.80 % | 77.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 383,716 CHF | 385,716 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 78.05 % | 78.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,879 CHF | 398,879 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 81.25 % | 81.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,740 CHF | 412,740 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 81.55 % | 81.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,248 CHF | 410,248 CHF | 99.17% | 99.17% |
07/11/2024 | 0.49% | 81.90 % | 82.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,566 CHF | 411,566 CHF | 99.08% | 99.08% |