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% | 81.65 % | 82.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 413,954 CHF | 415,954 CHF | 99.17% | 99.17% |
19/11/2024 | 0.48% | 83.20 % | 83.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,693 CHF | 413,693 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 84.10 % | 84.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,361 CHF | 426,452 CHF | 99.21% | 99.21% |
15/11/2024 | 0.52% | 86.55 % | 87.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,763 CHF | 437,013 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 87.05 % | 87.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,785 CHF | 427,945 CHF | 99.16% | 99.16% |
13/11/2024 | 0.48% | 83.75 % | 84.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,960 CHF | 423,001 CHF | 99.17% | 99.17% |
12/11/2024 | 0.52% | 83.75 % | 84.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,193 CHF | 428,402 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 87.90 % | 88.35 % | 500,000 | 500,000 | 500,000 | 499,994 | 445,825 CHF | 448,070 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 88.45 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,840 CHF | 449,090 CHF | 99.17% | 99.17% |
07/11/2024 | 0.48% | 92.90 % | 93.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,880 CHF | 470,130 CHF | 99.08% | 99.08% |