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 | 0.49% | 81.55 % | 81.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,982 CHF | 410,982 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 81.65 % | 82.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,670 CHF | 411,670 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 83.55 % | 83.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,104 CHF | 419,104 CHF | 98.94% | 98.94% |
15/11/2024 | 0.48% | 82.80 % | 83.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,686 CHF | 418,686 CHF | 99.36% | 99.36% |
14/11/2024 | 0.48% | 84.05 % | 84.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,264 CHF | 420,264 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 82.95 % | 83.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,678 CHF | 416,678 CHF | 65.04% | 65.04% |
12/11/2024 | 0.48% | 83.15 % | 83.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,439 CHF | 419,439 CHF | 99.16% | 99.16% |
11/11/2024 | 0.49% | 84.40 % | 84.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,682 CHF | 425,776 CHF | 99.38% | 99.38% |
08/11/2024 | 0.48% | 84.45 % | 84.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,297 CHF | 425,355 CHF | 99.38% | 99.38% |
07/11/2024 | 0.53% | 85.00 % | 85.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,173 CHF | 428,423 CHF | 98.56% | 98.56% |