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 | 0.47% | 42.50 % | 42.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 213,314 CHF | 214,314 CHF | 99.38% | 99.38% |
19/11/2024 | 0.47% | 42.50 % | 42.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 212,916 CHF | 213,916 CHF | 99.37% | 99.37% |
18/11/2024 | 0.55% | 45.15 % | 45.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 226,510 CHF | 227,757 CHF | 98.94% | 98.94% |
15/11/2024 | 0.54% | 45.80 % | 46.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 229,967 CHF | 231,217 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 47.40 % | 47.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 241,173 CHF | 242,423 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 49.15 % | 49.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 248,127 CHF | 249,377 CHF | 65.04% | 65.04% |
12/11/2024 | 0.48% | 50.85 % | 51.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 261,389 CHF | 262,639 CHF | 99.16% | 99.16% |
11/11/2024 | 0.48% | 53.20 % | 53.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 260,144 CHF | 261,394 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 50.30 % | 50.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 243,310 CHF | 244,560 CHF | 99.37% | 99.37% |
07/11/2024 | 0.54% | 46.75 % | 47.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 231,329 CHF | 232,579 CHF | 98.57% | 98.57% |