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 | 0.33% | 91.40 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,348 CHF | 456,848 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 90.50 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,255 CHF | 455,755 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 91.20 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,346 CHF | 458,846 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 91.10 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,997 CHF | 457,497 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 91.30 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,122 CHF | 457,622 CHF | 99.10% | 99.10% |
13/11/2024 | 0.33% | 91.20 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,000 CHF | 457,500 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 91.40 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,995 CHF | 458,495 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 91.50 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,500 CHF | 459,000 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 91.30 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,160 CHF | 457,660 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 91.20 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,217 CHF | 457,717 CHF | 99.24% | 99.24% |