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 | 0.28% | 71.80 % | 72.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 360,193 CHF | 72,239 CHF | 100.00% | 100.00% |
19/11/2024 | 0.28% | 71.90 % | 72.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 360,834 CHF | 72,367 CHF | 100.00% | 100.00% |
18/11/2024 | 0.27% | 73.70 % | 73.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 367,853 CHF | 73,771 CHF | 100.00% | 100.00% |
15/11/2024 | 0.27% | 73.00 % | 73.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 367,501 CHF | 73,700 CHF | 100.00% | 100.00% |
14/11/2024 | 0.27% | 74.20 % | 74.40 % | 500,000 | 100,000 | 499,554 | 99,911 | 368,592 CHF | 73,918 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 73.10 % | 73.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 365,766 CHF | 73,353 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 73.30 % | 73.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 368,017 CHF | 73,803 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 74.50 % | 74.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 373,912 CHF | 74,982 CHF | 100.00% | 100.00% |
08/11/2024 | 0.27% | 74.50 % | 74.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 373,518 CHF | 74,904 CHF | 100.00% | 100.00% |
07/11/2024 | 0.27% | 75.00 % | 75.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 376,402 CHF | 75,480 CHF | 100.00% | 100.00% |