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 | 0.48% | 73.60 % | 73.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 365,621 CHF | 367,371 CHF | 99.17% | 99.17% |
22/11/2024 | 0.48% | 73.20 % | 73.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 364,326 CHF | 366,076 CHF | 99.17% | 99.17% |
20/11/2024 | 0.47% | 73.45 % | 73.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 368,752 CHF | 370,502 CHF | 99.17% | 99.17% |
19/11/2024 | 0.48% | 73.35 % | 73.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 364,280 CHF | 366,030 CHF | 99.17% | 99.17% |
18/11/2024 | 0.47% | 75.35 % | 75.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 372,159 CHF | 373,928 CHF | 99.22% | 99.22% |
15/11/2024 | 0.52% | 75.35 % | 75.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 380,020 CHF | 382,020 CHF | 99.17% | 99.17% |
14/11/2024 | 0.52% | 76.95 % | 77.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 380,236 CHF | 382,227 CHF | 99.12% | 99.12% |
13/11/2024 | 0.50% | 88.30 % | 88.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,784 CHF | 448,034 CHF | 99.17% | 99.17% |
12/11/2024 | - | 91.80 % | 92.25 % | 500,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11/11/2024 | 0.48% | 92.35 % | 92.80 % | 500,000 | 500,000 | 499,994 | 500,000 | 463,334 CHF | 465,590 CHF | 99.17% | 99.17% |