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 | 0.49% | 81.30 % | 81.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,477 CHF | 411,477 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 82.55 % | 82.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,150 CHF | 411,150 CHF | 99.17% | 99.17% |
18/11/2024 | 0.48% | 83.60 % | 84.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,220 CHF | 421,234 CHF | 99.22% | 99.22% |
15/11/2024 | 0.48% | 84.30 % | 84.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,132 CHF | 425,175 CHF | 99.17% | 99.17% |
14/11/2024 | 0.48% | 83.80 % | 84.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,805 CHF | 417,805 CHF | 99.16% | 99.16% |
13/11/2024 | 0.48% | 83.25 % | 83.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,596 CHF | 419,596 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 84.25 % | 84.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,101 CHF | 427,270 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 88.65 % | 89.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,894 CHF | 446,144 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 87.45 % | 87.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,993 CHF | 443,243 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 90.40 % | 90.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,824 CHF | 455,074 CHF | 99.08% | 99.08% |