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 | 0.52% | 66.40 % | 66.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 334,361 CHF | 336,111 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 67.25 % | 67.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 334,120 CHF | 335,870 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 68.10 % | 68.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 340,664 CHF | 342,414 CHF | 99.19% | 99.19% |
15/11/2024 | 0.51% | 68.30 % | 68.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 342,654 CHF | 344,404 CHF | 99.17% | 99.17% |
14/11/2024 | 0.52% | 67.95 % | 68.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 337,558 CHF | 339,308 CHF | 99.15% | 99.15% |
13/11/2024 | 0.51% | 67.65 % | 68.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 338,980 CHF | 340,730 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 68.25 % | 68.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 343,686 CHF | 345,436 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 71.55 % | 71.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 358,570 CHF | 360,320 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 70.90 % | 71.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 356,903 CHF | 358,653 CHF | 99.17% | 99.17% |
07/11/2024 | 0.48% | 73.10 % | 73.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 366,308 CHF | 368,058 CHF | 99.08% | 99.08% |