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 | 1.44% | 75.70 % | 76.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 379,778 CHF | 385,278 CHF | 100.00% | 100.00% |
19/11/2024 | 1.44% | 75.70 % | 76.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 380,188 CHF | 385,688 CHF | 100.00% | 100.00% |
18/11/2024 | 1.41% | 77.90 % | 79.00 % | 500,000 | 500,000 | 499,996 | 500,000 | 388,439 CHF | 393,942 CHF | 100.00% | 100.00% |
15/11/2024 | 1.41% | 76.90 % | 78.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,507 CHF | 393,007 CHF | 100.00% | 100.00% |
14/11/2024 | 1.40% | 78.30 % | 79.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,194 CHF | 394,694 CHF | 99.10% | 99.10% |
13/11/2024 | 1.42% | 77.00 % | 78.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 385,278 CHF | 390,778 CHF | 100.00% | 100.00% |
12/11/2024 | 1.41% | 77.20 % | 78.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,691 CHF | 393,191 CHF | 100.00% | 100.00% |
11/11/2024 | 1.38% | 78.60 % | 79.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 394,635 CHF | 400,135 CHF | 100.00% | 100.00% |
08/11/2024 | 1.39% | 78.50 % | 79.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,750 CHF | 399,250 CHF | 100.00% | 100.00% |
07/11/2024 | 1.37% | 79.20 % | 80.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,273 CHF | 402,773 CHF | 100.00% | 100.00% |