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 | 0.85% | 93.90 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,266 CHF | 475,266 CHF | 97.95% | 97.95% |
19/11/2024 | 0.84% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,406 CHF | 479,406 CHF | 100.00% | 100.00% |
18/11/2024 | 0.83% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,642 CHF | 481,642 CHF | 100.00% | 100.00% |
15/11/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,764 CHF | 477,764 CHF | 100.00% | 100.00% |
14/11/2024 | 0.85% | 93.60 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,854 CHF | 472,854 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,630 CHF | 478,630 CHF | 100.00% | 100.00% |
12/11/2024 | 0.87% | 90.70 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,654 CHF | 461,654 CHF | 100.00% | 100.00% |
11/11/2024 | 0.86% | 92.20 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,309 CHF | 465,309 CHF | 100.00% | 100.00% |
08/11/2024 | 0.88% | 90.80 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,461 CHF | 458,461 CHF | 100.00% | 100.00% |
07/11/2024 | 0.87% | 91.70 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,747 CHF | 461,747 CHF | 99.24% | 99.24% |