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 | 0.99% | 78.20 % | 79.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,358 CHF | 407,358 CHF | 98.59% | 98.59% |
19/11/2024 | 0.98% | 81.40 % | 82.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,573 CHF | 411,573 CHF | 100.00% | 100.00% |
18/11/2024 | 0.98% | 81.50 % | 82.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 406,134 CHF | 410,134 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 81.20 % | 82.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,460 CHF | 411,460 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 82.70 % | 83.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,379 CHF | 407,379 CHF | 100.00% | 100.00% |
13/11/2024 | 0.96% | 80.80 % | 81.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 413,938 CHF | 417,938 CHF | 100.00% | 100.00% |
12/11/2024 | 0.88% | 85.30 % | 86.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,724 CHF | 455,724 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,549 CHF | 494,549 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,954 CHF | 487,954 CHF | 100.00% | 100.00% |
07/11/2024 | 0.82% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,007 CHF | 488,007 CHF | 99.24% | 99.24% |