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 | 1.06% | 74.70 % | 75.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 374,067 CHF | 378,067 CHF | 97.95% | 97.95% |
19/11/2024 | 1.09% | 73.70 % | 74.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 366,025 CHF | 370,025 CHF | 99.81% | 99.81% |
18/11/2024 | 1.08% | 74.10 % | 74.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 367,005 CHF | 371,005 CHF | 100.00% | 100.00% |
15/11/2024 | 1.06% | 73.30 % | 74.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 374,032 CHF | 378,032 CHF | 100.00% | 100.00% |
14/11/2024 | 1.04% | 76.40 % | 77.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 382,188 CHF | 386,188 CHF | 100.00% | 100.00% |
13/11/2024 | 1.03% | 76.70 % | 77.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 386,556 CHF | 390,556 CHF | 100.00% | 100.00% |
12/11/2024 | 1.02% | 77.60 % | 78.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,698 CHF | 393,698 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 79.70 % | 80.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,039 CHF | 403,039 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 78.80 % | 79.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,411 CHF | 401,411 CHF | 100.00% | 100.00% |
07/11/2024 | 0.98% | 80.20 % | 81.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,171 CHF | 409,171 CHF | 99.24% | 99.24% |