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 | 0.53% | 92.40 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,253 CHF | 468,753 CHF | 100.00% | 100.00% |
19/11/2024 | 0.53% | 93.55 % | 94.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,093 CHF | 469,593 CHF | 100.00% | 100.00% |
18/11/2024 | 0.53% | 94.05 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,267 CHF | 470,767 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 94.30 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,246 CHF | 477,746 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,738 CHF | 481,238 CHF | 100.00% | 100.00% |
13/11/2024 | 0.52% | 95.05 % | 95.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,168 CHF | 478,668 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,059 CHF | 484,559 CHF | 98.73% | 98.73% |
11/11/2024 | 0.52% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,997 CHF | 485,497 CHF | 100.00% | 100.00% |
08/11/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,085 CHF | 483,585 CHF | 99.05% | 99.05% |
07/11/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,398 CHF | 483,898 CHF | 99.89% | 99.89% |