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 | 1.03% | 95.90 % | 96.90 % | 50,000 | 50,000 | 480,996 | 480,996 | 462,777 CHF | 467,587 CHF | 97.95% | 97.95% |
19/11/2024 | 1.04% | 95.30 % | 96.30 % | 50,000 | 50,000 | 481,470 | 481,470 | 459,203 CHF | 464,018 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 97.10 % | 97.90 % | 50,000 | 50,000 | 481,505 | 481,505 | 466,884 CHF | 470,736 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 96.50 % | 97.30 % | 50,000 | 50,000 | 481,305 | 481,305 | 465,634 CHF | 469,485 CHF | 100.00% | 100.00% |
14/11/2024 | 1.03% | 97.10 % | 98.10 % | 50,000 | 50,000 | 481,439 | 481,439 | 465,839 CHF | 470,653 CHF | 100.00% | 100.00% |
13/11/2024 | 1.03% | 96.60 % | 97.60 % | 50,000 | 50,000 | 481,498 | 481,498 | 464,873 CHF | 469,688 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 95.80 % | 96.60 % | 50,000 | 50,000 | 481,442 | 481,442 | 465,806 CHF | 469,657 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 97.80 % | 98.60 % | 50,000 | 50,000 | 481,418 | 481,418 | 471,714 CHF | 475,565 CHF | 100.00% | 100.00% |
08/11/2024 | 1.02% | 97.20 % | 98.20 % | 50,000 | 50,000 | 481,497 | 481,497 | 469,028 CHF | 473,843 CHF | 100.00% | 100.00% |
07/11/2024 | 1.01% | 98.20 % | 99.20 % | 50,000 | 50,000 | 481,190 | 481,190 | 471,654 CHF | 476,466 CHF | 99.23% | 99.23% |