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 | 0.53% | 94.48 % | 94.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,548 CHF | 477,048 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 95.57 % | 96.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,157 CHF | 478,657 CHF | 89.36% | 89.36% |
18/11/2024 | 0.52% | 95.59 % | 96.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,593 CHF | 479,093 CHF | 99.67% | 99.67% |
15/11/2024 | 0.53% | 94.85 % | 95.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,480 CHF | 476,980 CHF | 100.00% | 100.00% |
14/11/2024 | 0.53% | 96.03 % | 96.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,263 CHF | 476,763 CHF | 100.00% | 100.00% |
13/11/2024 | 0.54% | 93.37 % | 93.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,445 CHF | 466,945 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 92.70 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,998 CHF | 469,498 CHF | 98.72% | 98.72% |
11/11/2024 | 0.53% | 94.09 % | 94.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,256 CHF | 475,756 CHF | 100.00% | 100.00% |
08/11/2024 | 0.52% | 94.61 % | 95.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,260 CHF | 477,760 CHF | 99.83% | 99.83% |
07/11/2024 | 0.52% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,273 CHF | 482,773 CHF | 100.00% | 100.00% |