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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.88% | 89.90 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,898 CHF | 454,898 CHF | 100.00% | 100.00% |
12/11/2024 | 0.87% | 90.60 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,633 CHF | 460,633 CHF | 100.00% | 100.00% |
11/11/2024 | 0.86% | 92.10 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,940 CHF | 465,940 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 92.60 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,987 CHF | 463,987 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 93.70 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,505 CHF | 476,505 CHF | 99.23% | 99.23% |
06/11/2024 | 0.87% | 91.40 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,979 CHF | 463,979 CHF | 100.00% | 100.00% |
05/11/2024 | 0.86% | 92.90 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,781 CHF | 466,781 CHF | 99.71% | 99.71% |
04/11/2024 | 0.86% | 92.80 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,457 CHF | 468,457 CHF | 99.32% | 99.32% |
01/11/2024 | 0.86% | 92.70 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,778 CHF | 467,778 CHF | 100.00% | 100.00% |
31/10/2024 | 0.86% | 92.40 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,481 CHF | 467,481 CHF | 100.00% | 100.00% |