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 | 0.53% | 75.60 % | 76.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 378,489 CHF | 380,489 CHF | 99.17% | 99.17% |
19/11/2024 | 0.53% | 75.40 % | 75.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 378,961 CHF | 380,961 CHF | 99.17% | 99.17% |
18/11/2024 | 0.52% | 76.65 % | 77.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 382,753 CHF | 384,753 CHF | 99.19% | 99.19% |
15/11/2024 | 0.51% | 77.60 % | 78.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 390,461 CHF | 392,461 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 79.00 % | 79.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,844 CHF | 395,844 CHF | 99.13% | 99.13% |
13/11/2024 | 0.51% | 78.40 % | 78.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,680 CHF | 394,680 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 78.75 % | 79.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 398,916 CHF | 400,916 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 81.85 % | 82.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,694 CHF | 411,694 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 80.95 % | 81.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,657 CHF | 403,657 CHF | 99.17% | 99.17% |
07/11/2024 | 0.49% | 80.70 % | 81.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,811 CHF | 406,811 CHF | 99.06% | 99.06% |