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 | 0.99% | 84.10 % | 85.80 % | 50,000 | 50,000 | 480,969 | 480,969 | 404,109 CHF | 407,976 CHF | 97.95% | 97.95% |
19/11/2024 | 0.99% | 84.40 % | 86.00 % | 50,000 | 50,000 | 481,385 | 481,385 | 403,933 CHF | 407,802 CHF | 100.00% | 100.00% |
18/11/2024 | 0.98% | 85.40 % | 87.00 % | 50,000 | 50,000 | 481,426 | 481,426 | 408,639 CHF | 412,508 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 84.90 % | 86.60 % | 50,000 | 50,000 | 481,452 | 481,452 | 409,655 CHF | 413,525 CHF | 100.00% | 100.00% |
14/11/2024 | 0.98% | 85.80 % | 87.50 % | 50,000 | 50,000 | 481,385 | 481,385 | 410,187 CHF | 414,057 CHF | 100.00% | 100.00% |
13/11/2024 | 0.98% | 84.50 % | 86.20 % | 50,000 | 50,000 | 481,364 | 481,364 | 407,378 CHF | 411,247 CHF | 100.00% | 100.00% |
12/11/2024 | 0.97% | 85.50 % | 87.20 % | 50,000 | 50,000 | 481,497 | 481,497 | 413,990 CHF | 417,861 CHF | 100.00% | 100.00% |
11/11/2024 | 0.96% | 86.80 % | 88.50 % | 50,000 | 50,000 | 481,451 | 481,451 | 417,865 CHF | 421,736 CHF | 100.00% | 100.00% |
08/11/2024 | 0.97% | 86.00 % | 87.70 % | 50,000 | 50,000 | 481,513 | 481,513 | 414,412 CHF | 418,282 CHF | 100.00% | 100.00% |
07/11/2024 | 0.96% | 86.70 % | 88.40 % | 50,000 | 50,000 | 481,191 | 481,191 | 418,232 CHF | 422,101 CHF | 99.24% | 99.24% |