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 | 0.89% | 89.40 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,034 CHF | 453,034 CHF | 97.95% | 97.95% |
19/11/2024 | 0.89% | 89.50 % | 90.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,888 CHF | 450,888 CHF | 100.00% | 100.00% |
18/11/2024 | 0.87% | 91.30 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,162 CHF | 460,162 CHF | 100.00% | 100.00% |
15/11/2024 | 0.87% | 91.30 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,046 CHF | 462,046 CHF | 100.00% | 100.00% |
14/11/2024 | 0.86% | 92.90 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,398 CHF | 467,398 CHF | 100.00% | 100.00% |
13/11/2024 | 0.86% | 92.10 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,513 CHF | 465,513 CHF | 100.00% | 100.00% |
12/11/2024 | 0.86% | 92.30 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,340 CHF | 468,340 CHF | 100.00% | 100.00% |
11/11/2024 | 0.85% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,017 CHF | 475,017 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.30 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,449 CHF | 472,449 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,382 CHF | 478,382 CHF | 99.23% | 99.23% |