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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.06% | 94.00 % | 95.00 % | 500,000 | 500,000 | 148,352 | 148,352 | 139,072 CHF | 140,555 CHF | 100.00% | 100.00% |
22/11/2024 | 1.07% | 92.90 % | 93.90 % | 500,000 | 500,000 | 148,287 | 148,287 | 137,536 CHF | 139,019 CHF | 100.00% | 100.00% |
20/11/2024 | 0.87% | 92.10 % | 92.90 % | 500,000 | 500,000 | 143,765 | 143,765 | 132,348 CHF | 133,498 CHF | 97.95% | 97.95% |
19/11/2024 | 1.08% | 92.00 % | 93.00 % | 500,000 | 500,000 | 148,213 | 148,213 | 136,236 CHF | 137,719 CHF | 100.00% | 100.00% |
18/11/2024 | 1.08% | 92.90 % | 93.90 % | 500,000 | 500,000 | 148,332 | 148,332 | 137,656 CHF | 139,142 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 92.40 % | 93.20 % | 500,000 | 500,000 | 148,239 | 148,239 | 138,009 CHF | 139,196 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 94.50 % | 95.30 % | 500,000 | 500,000 | 148,222 | 148,222 | 140,308 CHF | 141,494 CHF | 100.00% | 100.00% |
13/11/2024 | 1.05% | 94.40 % | 95.40 % | 500,000 | 500,000 | 148,210 | 148,210 | 140,010 CHF | 141,492 CHF | 100.00% | 100.00% |
12/11/2024 | 1.05% | 94.70 % | 95.70 % | 500,000 | 500,000 | 148,318 | 148,318 | 140,758 CHF | 142,242 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 148,240 | 148,240 | 141,901 CHF | 143,087 CHF | 100.00% | 100.00% |