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 | 0.54% | 91.40 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,607 CHF | 462,107 CHF | 100.00% | 100.00% |
19/11/2024 | 0.54% | 91.60 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,500 CHF | 461,000 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 93.10 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,250 CHF | 465,750 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 92.70 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,175 CHF | 467,675 CHF | 100.00% | 100.00% |
14/11/2024 | 0.54% | 93.00 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,916 CHF | 464,416 CHF | 99.10% | 99.10% |
13/11/2024 | 0.55% | 91.70 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,730 CHF | 459,230 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 91.00 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,266 CHF | 461,766 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 93.40 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,107 CHF | 468,607 CHF | 100.00% | 100.00% |
08/11/2024 | 0.56% | 93.00 % | 93.50 % | 500,000 | 500,000 | 487,171 | 487,171 | 456,420 CHF | 458,920 CHF | 100.00% | 100.00% |
07/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,961 CHF | 481,461 CHF | 99.23% | 99.23% |