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 | 0.31% | 95.60 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,143 CHF | 482,643 CHF | 99.37% | 99.37% |
19/11/2024 | 0.31% | 95.80 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,069 CHF | 479,569 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 95.70 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,662 CHF | 479,162 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,170 CHF | 482,670 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 97.40 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,693 CHF | 484,193 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 95.40 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,106 CHF | 477,606 CHF | 99.27% | 99.27% |
12/11/2024 | 0.31% | 95.70 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,650 CHF | 482,150 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 97.40 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,085 CHF | 489,585 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 96.90 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,788 CHF | 487,288 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 98.10 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,278 CHF | 493,778 CHF | 99.23% | 99.23% |