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 | 0.57% | 87.01 % | 87.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,382 CHF | 440,882 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 87.28 % | 87.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,844 CHF | 439,344 CHF | 89.36% | 89.36% |
18/11/2024 | 0.56% | 88.44 % | 88.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,174 CHF | 447,674 CHF | 99.67% | 99.67% |
15/11/2024 | 0.56% | 88.67 % | 89.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,608 CHF | 451,108 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 90.92 % | 91.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,446 CHF | 456,946 CHF | 100.00% | 100.00% |
13/11/2024 | 0.55% | 90.09 % | 90.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,840 CHF | 454,340 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 90.19 % | 90.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,396 CHF | 455,896 CHF | 98.75% | 98.75% |
11/11/2024 | 0.55% | 91.20 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,669 CHF | 459,169 CHF | 100.00% | 100.00% |
08/11/2024 | 0.55% | 90.90 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,388 CHF | 457,888 CHF | 99.84% | 99.84% |
07/11/2024 | 0.55% | 91.17 % | 91.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,739 CHF | 458,239 CHF | 100.00% | 100.00% |