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 | 2.30% | 66.60 % | 68.20 % | 500,000 | 500,000 | 495,030 | 495,030 | 342,676 CHF | 350,556 CHF | 99.37% | 99.37% |
19/11/2024 | 2.09% | 71.00 % | 72.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 353,719 CHF | 361,196 CHF | 100.00% | 100.00% |
18/11/2024 | 2.11% | 69.90 % | 71.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 351,764 CHF | 359,261 CHF | 100.00% | 100.00% |
15/11/2024 | 1.99% | 72.60 % | 74.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 374,291 CHF | 381,829 CHF | 99.04% | 99.04% |
14/11/2024 | - | 78.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.10% |
13/11/2024 | - | 74.90 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.46% |
12/11/2024 | - | 75.60 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.51% |
11/11/2024 | - | 84.10 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/11/2024 | 0.35% | 86.60 % | 86.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,823 CHF | 424,323 CHF | 100.00% | 100.00% |
07/11/2024 | 0.35% | 82.40 % | 82.70 % | 500,000 | 500,000 | 499,642 | 499,642 | 423,718 CHF | 425,218 CHF | 73.71% | 73.71% |