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 | 0.84% | 93.80 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,422 CHF | 475,422 CHF | 99.37% | 99.37% |
19/11/2024 | 0.85% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,299 CHF | 473,299 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 93.80 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,314 CHF | 472,314 CHF | 100.00% | 100.00% |
15/11/2024 | 1.06% | 93.60 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,533 CHF | 474,533 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,705 CHF | 475,705 CHF | 99.10% | 99.10% |
13/11/2024 | 0.85% | 93.40 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,686 CHF | 470,686 CHF | 99.27% | 99.27% |
12/11/2024 | 0.85% | 93.40 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,674 CHF | 472,674 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,335 CHF | 479,335 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,425 CHF | 476,425 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,987 CHF | 481,987 CHF | 99.23% | 99.23% |