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 | 0.85% | 93.30 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,334 CHF | 471,334 CHF | 98.58% | 98.58% |
19/11/2024 | 1.07% | 93.20 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,831 CHF | 471,831 CHF | 99.86% | 99.86% |
18/11/2024 | 1.06% | 93.80 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,884 CHF | 472,884 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.30 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,406 CHF | 470,406 CHF | 100.00% | 100.00% |
14/11/2024 | 0.86% | 92.60 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,728 CHF | 465,728 CHF | 100.00% | 100.00% |
13/11/2024 | 1.09% | 91.50 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,463 CHF | 462,463 CHF | 100.00% | 100.00% |
12/11/2024 | 1.08% | 91.50 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,964 CHF | 465,964 CHF | 100.00% | 100.00% |
11/11/2024 | 0.85% | 92.90 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,947 CHF | 470,947 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,542 CHF | 473,542 CHF | 100.00% | 100.00% |
07/11/2024 | 1.05% | 94.80 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,316 CHF | 479,316 CHF | 98.09% | 98.09% |