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 | 0.84% | 94.00 % | 94.80 % | 500,000 | 500,000 | 143,680 | 143,680 | 135,671 CHF | 136,820 CHF | 97.95% | 97.95% |
19/11/2024 | 1.04% | 95.60 % | 96.60 % | 500,000 | 500,000 | 147,742 | 147,742 | 141,367 CHF | 142,846 CHF | 100.00% | 100.00% |
18/11/2024 | 1.02% | 95.60 % | 96.60 % | 500,000 | 500,000 | 148,317 | 148,317 | 142,883 CHF | 144,366 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 97.60 % | 98.40 % | 500,000 | 500,000 | 144,787 | 144,787 | 141,414 CHF | 142,588 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 148,323 | 148,323 | 144,475 CHF | 145,661 CHF | 100.00% | 100.00% |
13/11/2024 | 1.02% | 97.50 % | 98.50 % | 500,000 | 500,000 | 148,175 | 148,175 | 144,537 CHF | 146,019 CHF | 100.00% | 100.00% |
12/11/2024 | 1.10% | 97.60 % | 98.60 % | 500,000 | 500,000 | 142,531 | 142,531 | 139,284 CHF | 140,735 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.80 % | 98.60 % | 500,000 | 500,000 | 148,342 | 148,342 | 145,060 CHF | 146,247 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 148,280 | 148,280 | 143,814 CHF | 145,000 CHF | 100.00% | 100.00% |
07/11/2024 | 1.04% | 96.50 % | 97.50 % | 500,000 | 500,000 | 148,307 | 148,307 | 143,159 CHF | 144,645 CHF | 99.23% | 99.23% |