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 | 1.10% | 90.50 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,963 CHF | 458,963 CHF | 98.58% | 98.58% |
19/11/2024 | 1.09% | 91.50 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,549 CHF | 460,549 CHF | 100.00% | 100.00% |
18/11/2024 | 0.86% | 92.90 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,312 CHF | 468,312 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 92.80 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,794 CHF | 469,794 CHF | 100.00% | 100.00% |
14/11/2024 | 1.07% | 92.70 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,369 CHF | 468,369 CHF | 100.00% | 100.00% |
13/11/2024 | 1.07% | 93.10 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,682 CHF | 470,682 CHF | 100.00% | 100.00% |
12/11/2024 | 0.85% | 93.60 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,250 CHF | 474,250 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,893 CHF | 483,893 CHF | 100.00% | 100.00% |
08/11/2024 | 1.04% | 95.30 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,963 CHF | 482,963 CHF | 100.00% | 100.00% |
07/11/2024 | 1.03% | 96.30 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,674 CHF | 486,674 CHF | 99.04% | 99.04% |