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 | 0.69% | 93.65 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,901 CHF | 474,151 CHF | 100.00% | 100.00% |
19/11/2024 | 0.69% | 94.35 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,550 CHF | 473,800 CHF | 100.00% | 100.00% |
18/11/2024 | 0.69% | 93.80 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,856 CHF | 471,106 CHF | 100.00% | 100.00% |
15/11/2024 | 0.64% | 94.35 % | 94.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,350 CHF | 473,350 CHF | 100.00% | 100.00% |
14/11/2024 | 0.63% | 95.05 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,355 CHF | 474,355 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 92.90 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,694 CHF | 466,194 CHF | 100.00% | 100.00% |
12/11/2024 | 0.69% | 92.75 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,725 CHF | 470,975 CHF | 99.69% | 99.69% |
11/11/2024 | 0.66% | 94.50 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,874 CHF | 474,977 CHF | 100.00% | 100.00% |
08/11/2024 | 0.63% | 94.10 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,189 CHF | 475,189 CHF | 99.16% | 99.16% |
07/11/2024 | 0.68% | 95.00 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,289 CHF | 480,539 CHF | 99.89% | 99.89% |