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 | 0.48% | 51.65 % | 51.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 259,240 CHF | 260,490 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 51.70 % | 51.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 259,038 CHF | 260,288 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 54.70 % | 54.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 274,501 CHF | 275,875 CHF | 98.90% | 98.90% |
15/11/2024 | 0.54% | 55.40 % | 55.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 278,143 CHF | 279,641 CHF | 99.35% | 99.35% |
14/11/2024 | 0.52% | 57.20 % | 57.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 290,519 CHF | 292,019 CHF | 99.37% | 99.37% |
13/11/2024 | 0.50% | 59.05 % | 59.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 297,922 CHF | 299,422 CHF | 65.05% | 65.05% |
12/11/2024 | 0.48% | 60.90 % | 61.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 312,275 CHF | 313,775 CHF | 99.15% | 99.15% |
11/11/2024 | 0.48% | 63.40 % | 63.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 310,781 CHF | 312,281 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 60.25 % | 60.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 292,212 CHF | 293,712 CHF | 99.37% | 99.37% |
07/11/2024 | 0.54% | 56.25 % | 56.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 278,768 CHF | 280,268 CHF | 98.56% | 98.56% |