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 | 0.63% | 78.53 % | 79.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,962 CHF | 398,462 CHF | 100.00% | 100.00% |
19/11/2024 | 0.63% | 79.32 % | 79.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,768 CHF | 399,268 CHF | 89.37% | 89.37% |
18/11/2024 | 0.62% | 79.65 % | 80.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 398,981 CHF | 401,481 CHF | 99.67% | 99.67% |
15/11/2024 | 0.62% | 80.66 % | 81.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,005 CHF | 407,505 CHF | 100.00% | 100.00% |
14/11/2024 | 0.62% | 81.75 % | 82.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,404 CHF | 406,904 CHF | 99.94% | 99.94% |
13/11/2024 | 0.61% | 81.26 % | 81.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,890 CHF | 411,390 CHF | 98.56% | 98.56% |
12/11/2024 | 0.59% | 82.60 % | 83.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,934 CHF | 424,434 CHF | 98.71% | 98.71% |
11/11/2024 | 0.55% | 89.90 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,859 CHF | 452,359 CHF | 100.00% | 100.00% |
08/11/2024 | 0.56% | 89.13 % | 89.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,885 CHF | 448,385 CHF | 99.83% | 99.83% |
07/11/2024 | 0.55% | 89.93 % | 90.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,206 CHF | 452,706 CHF | 100.00% | 100.00% |