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 | 0.67% | 74.48 % | 74.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 371,479 CHF | 373,979 CHF | 7.97% | 7.97% |
22/11/2024 | 0.63% | 75.74 % | 76.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,954 CHF | 395,454 CHF | 13.27% | 13.27% |
20/11/2024 | 0.61% | 81.17 % | 81.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,637 CHF | 414,137 CHF | 100.00% | 100.00% |
19/11/2024 | 0.61% | 82.92 % | 83.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,450 CHF | 409,950 CHF | 89.37% | 89.37% |
18/11/2024 | 0.59% | 84.59 % | 85.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,043 CHF | 425,543 CHF | 99.30% | 99.30% |
15/11/2024 | 0.58% | 85.08 % | 85.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,068 CHF | 430,568 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 84.34 % | 84.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,492 CHF | 419,992 CHF | 90.86% | 90.86% |
13/11/2024 | 0.59% | 84.21 % | 84.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,299 CHF | 426,799 CHF | 99.03% | 99.03% |
12/11/2024 | 0.57% | 86.20 % | 86.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,940 CHF | 440,440 CHF | 98.26% | 98.26% |
11/11/2024 | 0.53% | 93.44 % | 93.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,202 CHF | 471,702 CHF | 100.00% | 100.00% |