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 | 0.22% | 90.30 % | 90.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 453,554 CHF | 90,911 CHF | 100.00% | 100.00% |
19/11/2024 | 0.22% | 91.40 % | 91.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 455,644 CHF | 91,329 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 91.40 % | 91.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 455,759 CHF | 91,352 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 90.70 % | 90.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 453,651 CHF | 90,930 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 91.90 % | 92.10 % | 500,000 | 100,000 | 499,524 | 99,905 | 453,149 CHF | 90,830 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 89.30 % | 89.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 443,843 CHF | 88,969 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 88.60 % | 88.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 446,543 CHF | 89,509 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 90.00 % | 90.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 452,948 CHF | 90,790 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 90.60 % | 90.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 455,107 CHF | 91,221 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 91.50 % | 91.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 460,271 CHF | 92,254 CHF | 100.00% | 100.00% |