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 | 0.91% | 88.10 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,904 CHF | 442,904 CHF | 97.95% | 97.95% |
19/11/2024 | 0.93% | 86.90 % | 87.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,190 CHF | 434,190 CHF | 100.00% | 100.00% |
18/11/2024 | 0.92% | 85.70 % | 86.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,720 CHF | 434,720 CHF | 100.00% | 100.00% |
15/11/2024 | 0.91% | 86.60 % | 87.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,479 CHF | 439,479 CHF | 100.00% | 100.00% |
14/11/2024 | 0.89% | 89.50 % | 90.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,081 CHF | 453,081 CHF | 100.00% | 100.00% |
13/11/2024 | 0.90% | 89.70 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,318 CHF | 448,318 CHF | 100.00% | 100.00% |
12/11/2024 | 0.88% | 89.30 % | 90.10 % | 500,000 | 500,000 | 500,000 | 499,958 | 450,304 CHF | 454,265 CHF | 100.00% | 100.00% |
11/11/2024 | 0.87% | 91.60 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,763 CHF | 459,763 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 89.70 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,305 CHF | 450,305 CHF | 100.00% | 100.00% |
07/11/2024 | 0.89% | 88.90 % | 89.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,504 CHF | 449,504 CHF | 99.23% | 99.23% |