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 | 1.08% | 92.20 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,751 CHF | 464,751 CHF | 97.94% | 97.94% |
19/11/2024 | 0.88% | 92.00 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,480 CHF | 458,480 CHF | 100.00% | 100.00% |
18/11/2024 | 0.88% | 90.20 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,463 CHF | 456,463 CHF | 100.00% | 100.00% |
15/11/2024 | 1.09% | 90.90 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,160 CHF | 462,160 CHF | 100.00% | 100.00% |
14/11/2024 | 1.06% | 93.50 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,765 CHF | 472,765 CHF | 100.00% | 100.00% |
13/11/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,312 CHF | 471,312 CHF | 100.00% | 100.00% |
12/11/2024 | 0.85% | 93.60 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,906 CHF | 472,906 CHF | 100.00% | 100.00% |
11/11/2024 | 1.05% | 95.10 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,155 CHF | 478,155 CHF | 100.00% | 100.00% |
08/11/2024 | 1.07% | 93.40 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,770 CHF | 470,770 CHF | 100.00% | 100.00% |
07/11/2024 | 0.85% | 93.20 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,856 CHF | 469,856 CHF | 99.23% | 99.23% |