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 | 1.74% | 73.20 % | 74.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 369,501 CHF | 376,001 CHF | 99.37% | 99.37% |
19/11/2024 | 1.75% | 74.40 % | 75.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 368,852 CHF | 375,352 CHF | 100.00% | 100.00% |
18/11/2024 | 1.69% | 76.00 % | 77.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 380,160 CHF | 386,635 CHF | 100.00% | 100.00% |
15/11/2024 | 1.68% | 76.30 % | 77.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 383,508 CHF | 390,004 CHF | 100.00% | 100.00% |
14/11/2024 | 1.71% | 75.90 % | 77.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 376,543 CHF | 383,043 CHF | 99.10% | 99.10% |
13/11/2024 | 1.70% | 75.40 % | 76.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 378,000 CHF | 384,500 CHF | 100.00% | 100.00% |
12/11/2024 | 1.62% | 76.30 % | 77.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 385,209 CHF | 391,518 CHF | 100.00% | 100.00% |
11/11/2024 | 1.44% | 81.20 % | 82.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,273 CHF | 413,189 CHF | 100.00% | 100.00% |
08/11/2024 | 1.39% | 80.50 % | 81.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,633 CHF | 411,303 CHF | 100.00% | 100.00% |
07/11/2024 | 1.31% | 83.40 % | 84.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,977 CHF | 423,477 CHF | 99.03% | 99.03% |