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% | 70.45 % | 70.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 354,986 CHF | 356,736 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 71.60 % | 71.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 357,570 CHF | 359,320 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 72.15 % | 72.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 359,474 CHF | 361,224 CHF | 98.90% | 98.90% |
15/11/2024 | 0.48% | 72.35 % | 72.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 363,047 CHF | 364,797 CHF | 99.36% | 99.36% |
14/11/2024 | 0.48% | 73.25 % | 73.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 367,051 CHF | 368,801 CHF | 99.37% | 99.37% |
13/11/2024 | 0.48% | 73.55 % | 73.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 360,951 CHF | 362,701 CHF | 65.04% | 65.04% |
12/11/2024 | 0.47% | 72.65 % | 73.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 369,295 CHF | 371,045 CHF | 99.16% | 99.16% |
11/11/2024 | 0.47% | 74.70 % | 75.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 369,613 CHF | 371,363 CHF | 99.37% | 99.37% |
08/11/2024 | 0.47% | 73.50 % | 73.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 369,537 CHF | 371,287 CHF | 99.37% | 99.37% |
07/11/2024 | 0.53% | 75.05 % | 75.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 376,477 CHF | 378,477 CHF | 98.56% | 98.56% |