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 | 1.07% | 93.20 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,616 CHF | 470,616 CHF | 100.00% | 100.00% |
22/11/2024 | 0.87% | 91.80 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,901 CHF | 459,901 CHF | 100.00% | 100.00% |
20/11/2024 | 0.87% | 91.10 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,528 CHF | 462,528 CHF | 97.95% | 97.95% |
19/11/2024 | 0.88% | 90.90 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,311 CHF | 458,311 CHF | 100.00% | 100.00% |
18/11/2024 | 0.86% | 92.60 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,369 CHF | 465,369 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 92.40 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,158 CHF | 467,158 CHF | 100.00% | 100.00% |
14/11/2024 | 0.87% | 92.30 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,767 CHF | 463,767 CHF | 100.00% | 100.00% |
13/11/2024 | 0.88% | 91.10 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,334 CHF | 458,334 CHF | 100.00% | 100.00% |
12/11/2024 | 0.87% | 89.90 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,963 CHF | 461,963 CHF | 100.00% | 100.00% |
11/11/2024 | 0.85% | 93.30 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,766 CHF | 472,766 CHF | 100.00% | 100.00% |