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 | 0.73% | 88.60 % | 89.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,833 CHF | 449,083 CHF | 100.00% | 100.00% |
19/11/2024 | 0.67% | 89.65 % | 90.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,282 CHF | 447,282 CHF | 100.00% | 100.00% |
18/11/2024 | 0.66% | 91.10 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,271 CHF | 457,271 CHF | 100.00% | 100.00% |
15/11/2024 | 0.71% | 90.85 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,238 CHF | 458,488 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 91.20 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,593 CHF | 456,093 CHF | 100.00% | 100.00% |
13/11/2024 | 0.72% | 89.10 % | 89.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,026 CHF | 451,276 CHF | 99.91% | 99.91% |
12/11/2024 | 0.66% | 90.10 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,141 CHF | 457,141 CHF | 99.69% | 99.69% |
11/11/2024 | 0.69% | 91.60 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,447 CHF | 456,594 CHF | 100.00% | 100.00% |
08/11/2024 | 0.61% | 90.35 % | 90.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,956 CHF | 455,706 CHF | 99.83% | 99.83% |
07/11/2024 | 0.59% | 92.45 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,492 CHF | 464,242 CHF | 40.72% | 40.72% |