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 | 0.91% | 87.30 % | 88.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,530 CHF | 443,530 CHF | 97.95% | 97.95% |
19/11/2024 | 0.91% | 88.20 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,105 CHF | 443,105 CHF | 100.00% | 100.00% |
18/11/2024 | 0.89% | 89.20 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,055 CHF | 450,055 CHF | 100.00% | 100.00% |
15/11/2024 | 0.89% | 89.10 % | 89.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,369 CHF | 450,369 CHF | 100.00% | 100.00% |
14/11/2024 | 0.90% | 88.80 % | 89.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,022 CHF | 447,022 CHF | 100.00% | 100.00% |
13/11/2024 | 0.90% | 88.90 % | 89.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,774 CHF | 448,774 CHF | 100.00% | 100.00% |
12/11/2024 | 0.89% | 89.10 % | 89.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,817 CHF | 451,817 CHF | 100.00% | 100.00% |
11/11/2024 | 0.86% | 92.00 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,823 CHF | 464,823 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 91.60 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,938 CHF | 463,938 CHF | 100.00% | 100.00% |
07/11/2024 | 0.85% | 93.20 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,041 CHF | 470,041 CHF | 99.04% | 99.04% |