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 | 0.86% | 92.50 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,598 CHF | 469,598 CHF | 99.37% | 99.37% |
19/11/2024 | 1.07% | 92.50 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,388 CHF | 469,388 CHF | 100.00% | 100.00% |
18/11/2024 | 1.07% | 93.40 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,528 CHF | 469,528 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,089 CHF | 471,089 CHF | 100.00% | 100.00% |
14/11/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,108 CHF | 473,108 CHF | 99.10% | 99.10% |
13/11/2024 | 1.08% | 91.70 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,944 CHF | 464,944 CHF | 100.00% | 100.00% |
12/11/2024 | 1.07% | 92.10 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,885 CHF | 467,885 CHF | 100.00% | 100.00% |
11/11/2024 | 0.85% | 93.70 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,144 CHF | 474,144 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.20 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,010 CHF | 477,010 CHF | 100.00% | 100.00% |
07/11/2024 | 1.04% | 95.20 % | 96.20 % | 500,000 | 500,000 | 499,996 | 500,000 | 477,785 CHF | 482,789 CHF | 99.23% | 99.23% |