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 | 0.47% | 62.75 % | 63.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 315,341 CHF | 316,841 CHF | 99.17% | 99.17% |
19/11/2024 | 0.48% | 62.70 % | 63.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 311,119 CHF | 312,619 CHF | 99.17% | 99.17% |
18/11/2024 | 0.47% | 64.60 % | 64.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 319,396 CHF | 320,905 CHF | 99.20% | 99.20% |
15/11/2024 | 0.53% | 65.35 % | 65.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 330,050 CHF | 331,800 CHF | 99.17% | 99.17% |
14/11/2024 | 0.53% | 66.90 % | 67.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 329,832 CHF | 331,570 CHF | 98.82% | 98.82% |
13/11/2024 | 0.51% | 73.80 % | 74.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 372,934 CHF | 374,827 CHF | 99.17% | 99.17% |
12/11/2024 | 0.52% | 75.05 % | 75.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 380,204 CHF | 382,204 CHF | 99.12% | 99.12% |
11/11/2024 | 0.48% | 81.95 % | 82.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,807 CHF | 416,807 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 82.75 % | 83.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,882 CHF | 413,935 CHF | 99.17% | 99.17% |
07/11/2024 | 0.48% | 92.75 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,408 CHF | 468,658 CHF | 98.76% | 98.76% |