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 | 0.86% | 93.00 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,829 CHF | 469,829 CHF | 98.58% | 98.58% |
19/11/2024 | 0.85% | 93.00 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,227 CHF | 470,227 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 94.30 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,020 CHF | 475,020 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.90 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,898 CHF | 474,898 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,501 CHF | 476,501 CHF | 100.00% | 100.00% |
13/11/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,421 CHF | 474,421 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,580 CHF | 475,580 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,221 CHF | 479,221 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,191 CHF | 478,191 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,800 CHF | 479,800 CHF | 99.24% | 99.24% |