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 | 0.52% | 76.10 % | 76.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 380,906 CHF | 382,906 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 75.90 % | 76.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,598 CHF | 383,598 CHF | 99.05% | 99.05% |
18/11/2024 | 0.52% | 77.55 % | 77.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,072 CHF | 389,072 CHF | 99.20% | 99.20% |
15/11/2024 | 0.50% | 78.85 % | 79.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,731 CHF | 399,731 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 80.80 % | 81.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,271 CHF | 404,271 CHF | 99.13% | 99.13% |
13/11/2024 | 0.50% | 79.90 % | 80.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 400,592 CHF | 402,592 CHF | 99.17% | 99.17% |
12/11/2024 | 0.49% | 80.30 % | 80.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,312 CHF | 410,312 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 84.30 % | 84.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,965 CHF | 424,037 CHF | 99.17% | 99.17% |
08/11/2024 | 0.48% | 83.15 % | 83.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,662 CHF | 413,662 CHF | 99.17% | 99.17% |
07/11/2024 | 0.48% | 82.85 % | 83.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,304 CHF | 417,304 CHF | 99.06% | 99.06% |