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 | 0.64% | 124.60 % | 125.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 624,652 CHF | 628,652 CHF | 97.94% | 97.94% |
19/11/2024 | 0.81% | 123.80 % | 124.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 617,912 CHF | 622,912 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 123.80 % | 124.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 618,552 CHF | 623,552 CHF | 100.00% | 100.00% |
15/11/2024 | 0.64% | 124.20 % | 125.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 623,287 CHF | 627,287 CHF | 100.00% | 100.00% |
14/11/2024 | 0.63% | 126.00 % | 126.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 628,311 CHF | 632,311 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 125.60 % | 126.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 628,967 CHF | 633,967 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 126.10 % | 127.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 633,893 CHF | 638,893 CHF | 100.00% | 100.00% |
11/11/2024 | 0.62% | 128.10 % | 128.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 641,024 CHF | 645,024 CHF | 100.00% | 100.00% |
08/11/2024 | 0.63% | 126.80 % | 127.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 634,647 CHF | 638,647 CHF | 100.00% | 100.00% |
07/11/2024 | 0.78% | 127.10 % | 128.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 636,836 CHF | 641,836 CHF | 99.23% | 99.23% |