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 | 1.86% | 74.60 % | 76.11 % | 500,000 | 500,000 | 500,000 | 499,986 | 384,195 CHF | 391,393 CHF | 100.00% | 100.00% |
19/11/2024 | 1.77% | 78.90 % | 80.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,904 CHF | 399,929 CHF | 100.00% | 100.00% |
18/11/2024 | 1.70% | 78.10 % | 79.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,814 CHF | 400,579 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 81.50 % | 82.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,004 CHF | 419,594 CHF | 99.04% | 99.04% |
14/11/2024 | 0.82% | 86.30 % | 87.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,359 CHF | 434,909 CHF | 99.10% | 99.10% |
13/11/2024 | 0.81% | 83.80 % | 84.51 % | 500,000 | 500,000 | 499,735 | 499,735 | 417,587 CHF | 420,978 CHF | 99.67% | 99.67% |
12/11/2024 | 0.35% | 84.30 % | 84.61 % | 500,000 | 500,000 | 499,719 | 499,719 | 438,522 CHF | 440,073 CHF | 93.51% | 93.51% |
11/11/2024 | 0.34% | 91.10 % | 91.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,072 CHF | 451,622 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 92.70 % | 93.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,820 CHF | 456,370 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 89.00 % | 89.31 % | 500,000 | 500,000 | 499,642 | 499,642 | 455,878 CHF | 457,429 CHF | 73.71% | 73.71% |