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 | 0.51% | 77.40 % | 77.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,556 CHF | 391,556 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 76.00 % | 76.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,661 CHF | 383,661 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 78.35 % | 78.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,378 CHF | 397,378 CHF | 99.37% | 99.37% |
15/11/2024 | 0.49% | 81.75 % | 82.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,693 CHF | 410,693 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 82.60 % | 83.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,367 CHF | 416,367 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 82.05 % | 82.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,226 CHF | 405,226 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 80.50 % | 80.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,592 CHF | 410,592 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 82.90 % | 83.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,744 CHF | 418,744 CHF | 99.37% | 99.37% |
08/11/2024 | 0.48% | 83.25 % | 83.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,233 CHF | 414,233 CHF | 99.35% | 99.35% |
07/11/2024 | 0.47% | 83.75 % | 84.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,708 CHF | 422,708 CHF | 98.80% | 98.80% |