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 | 0.87% | 91.30 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,415 CHF | 461,415 CHF | 97.95% | 97.95% |
19/11/2024 | 1.09% | 91.30 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,193 CHF | 460,193 CHF | 100.00% | 100.00% |
18/11/2024 | - | 92.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | 92.10 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | 91.80 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/11/2024 | 0.89% | 89.90 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,864 CHF | 450,864 CHF | 100.00% | 100.00% |
12/11/2024 | 0.89% | 88.10 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,730 CHF | 449,730 CHF | 100.00% | 100.00% |
11/11/2024 | 1.07% | 92.90 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,037 CHF | 469,037 CHF | 100.00% | 100.00% |
08/11/2024 | 1.09% | 91.30 % | 92.30 % | 500,000 | 500,000 | 499,738 | 499,738 | 456,693 CHF | 461,692 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,055 CHF | 482,055 CHF | 99.23% | 99.23% |