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% | 86.90 % | 87.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,944 CHF | 440,944 CHF | 98.58% | 98.58% |
19/11/2024 | 0.91% | 87.60 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,933 CHF | 439,933 CHF | 100.00% | 100.00% |
18/11/2024 | 0.90% | 88.50 % | 89.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,640 CHF | 446,640 CHF | 100.00% | 100.00% |
15/11/2024 | 0.90% | 88.40 % | 89.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,355 CHF | 447,355 CHF | 100.00% | 100.00% |
14/11/2024 | 0.91% | 88.30 % | 89.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,608 CHF | 443,608 CHF | 100.00% | 100.00% |
13/11/2024 | 0.90% | 88.00 % | 88.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,409 CHF | 444,409 CHF | 99.85% | 99.85% |
12/11/2024 | 0.90% | 88.30 % | 89.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,110 CHF | 448,110 CHF | 100.00% | 100.00% |
11/11/2024 | 0.87% | 91.40 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,563 CHF | 461,563 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 90.70 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,330 CHF | 459,330 CHF | 100.00% | 100.00% |
07/11/2024 | 0.86% | 92.30 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,549 CHF | 465,549 CHF | 99.04% | 99.04% |