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 | 1.07% | 86.29 % | 87.02 % | 500,000 | 500,000 | 443,456 | 443,456 | 385,773 CHF | 389,550 CHF | 100.00% | 100.00% |
19/11/2024 | 0.97% | 86.59 % | 87.32 % | 500,000 | 500,000 | 472,960 | 472,960 | 409,779 CHF | 413,558 CHF | 100.00% | 100.00% |
18/11/2024 | 1.43% | 87.44 % | 89.07 % | 250,000 | 250,000 | 352,537 | 352,537 | 308,572 CHF | 312,473 CHF | 100.00% | 100.00% |
15/11/2024 | 0.87% | 88.04 % | 89.67 % | 250,000 | 250,000 | 249,606 | 249,606 | 222,284 CHF | 224,222 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 89.89 % | 90.52 % | 250,000 | 250,000 | 249,867 | 249,867 | 223,840 CHF | 225,430 CHF | 99.10% | 99.10% |
13/11/2024 | 0.97% | 89.50 % | 90.30 % | 250,000 | 250,000 | 249,738 | 249,738 | 223,769 CHF | 225,957 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 90.29 % | 90.92 % | 250,000 | 250,000 | 344,039 | 344,039 | 314,195 CHF | 315,610 CHF | 100.00% | 100.00% |
11/11/2024 | 0.43% | 92.30 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,309 CHF | 463,309 CHF | 100.00% | 100.00% |
08/11/2024 | 0.61% | 90.79 % | 91.42 % | 250,000 | 250,000 | 294,931 | 294,931 | 269,050 CHF | 270,548 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 92.59 % | 92.82 % | 500,000 | 500,000 | 476,802 | 476,802 | 439,614 CHF | 440,803 CHF | 100.00% | 100.00% |