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 | 0.29% | 85.18 % | 85.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,910 CHF | 427,159 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 84.78 % | 85.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,919 CHF | 423,169 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 84.48 % | 84.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,271 CHF | 423,521 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 84.48 % | 84.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,033 CHF | 432,282 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 88.48 % | 88.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,934 CHF | 443,184 CHF | 99.10% | 99.10% |
13/11/2024 | 0.28% | 88.18 % | 88.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,077 CHF | 440,327 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 88.48 % | 88.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,737 CHF | 442,987 CHF | 100.00% | 100.00% |
11/11/2024 | 0.28% | 88.08 % | 88.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,463 CHF | 442,713 CHF | 100.00% | 100.00% |
08/11/2024 | 0.29% | 87.78 % | 88.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,711 CHF | 438,961 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 87.58 % | 87.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,709 CHF | 436,959 CHF | 99.24% | 99.24% |