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 | 0.51% | 77.25 % | 77.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,737 CHF | 391,737 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 79.00 % | 79.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,857 CHF | 394,857 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 79.05 % | 79.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,979 CHF | 394,979 CHF | 99.22% | 99.22% |
15/11/2024 | 0.51% | 77.85 % | 78.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,658 CHF | 391,658 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 79.60 % | 80.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,235 CHF | 391,235 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 75.65 % | 76.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 374,340 CHF | 376,220 CHF | 99.17% | 99.17% |
12/11/2024 | 0.53% | 74.65 % | 75.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 378,275 CHF | 380,273 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 76.70 % | 77.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,903 CHF | 389,903 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 77.55 % | 77.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 391,208 CHF | 393,208 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 78.95 % | 79.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,151 CHF | 401,151 CHF | 99.08% | 99.08% |