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 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,835 CHF | 485,835 CHF | 98.58% | 98.58% |
19/11/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,096 CHF | 486,096 CHF | 100.00% | 100.00% |
18/11/2024 | 1.03% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,885 CHF | 487,885 CHF | 100.00% | 100.00% |
15/11/2024 | 1.03% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,458 CHF | 488,458 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,187 CHF | 487,187 CHF | 100.00% | 100.00% |
13/11/2024 | 0.83% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,919 CHF | 483,919 CHF | 100.00% | 100.00% |
12/11/2024 | 1.04% | 95.70 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,393 CHF | 485,393 CHF | 100.00% | 100.00% |
11/11/2024 | 1.03% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,026 CHF | 489,026 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,866 CHF | 486,866 CHF | 100.00% | 100.00% |
07/11/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,704 CHF | 491,704 CHF | 99.24% | 99.24% |