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 | 0.94% | 95.80 % | 96.60 % | 50,000 | 50,000 | 435,379 | 435,379 | 416,689 CHF | 420,225 CHF | 97.95% | 97.95% |
19/11/2024 | 1.06% | 95.10 % | 96.10 % | 50,000 | 50,000 | 475,882 | 475,882 | 449,460 CHF | 454,243 CHF | 100.00% | 100.00% |
18/11/2024 | 1.07% | 93.90 % | 94.90 % | 50,000 | 50,000 | 473,907 | 473,907 | 446,859 CHF | 451,631 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 94.90 % | 95.70 % | 50,000 | 50,000 | 467,395 | 467,395 | 447,850 CHF | 451,652 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.50 % | 98.30 % | 50,000 | 50,000 | 481,389 | 481,389 | 470,173 CHF | 474,024 CHF | 100.00% | 100.00% |
13/11/2024 | 1.02% | 97.60 % | 98.60 % | 50,000 | 50,000 | 481,507 | 481,507 | 468,247 CHF | 473,063 CHF | 100.00% | 100.00% |
12/11/2024 | 1.02% | 97.30 % | 98.30 % | 50,000 | 50,000 | 481,420 | 481,420 | 469,606 CHF | 474,420 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.10 % | 98.90 % | 50,000 | 50,000 | 481,268 | 481,268 | 471,402 CHF | 475,252 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 97.00 % | 97.80 % | 50,000 | 50,000 | 481,454 | 481,454 | 466,216 CHF | 470,068 CHF | 100.00% | 100.00% |
07/11/2024 | 1.03% | 97.00 % | 98.00 % | 50,000 | 50,000 | 481,324 | 481,324 | 466,588 CHF | 471,401 CHF | 99.23% | 99.23% |