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 | 0.90% | 87.60 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,525 CHF | 444,525 CHF | 98.58% | 98.58% |
19/11/2024 | 0.90% | 88.50 % | 89.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,155 CHF | 444,155 CHF | 100.00% | 100.00% |
18/11/2024 | 0.89% | 89.30 % | 90.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,663 CHF | 450,663 CHF | 100.00% | 100.00% |
15/11/2024 | 0.89% | 89.40 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,463 CHF | 452,463 CHF | 100.00% | 100.00% |
14/11/2024 | 0.89% | 89.30 % | 90.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,364 CHF | 449,364 CHF | 100.00% | 100.00% |
13/11/2024 | 0.89% | 89.20 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,177 CHF | 451,177 CHF | 100.00% | 100.00% |
12/11/2024 | 0.88% | 89.90 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,060 CHF | 456,060 CHF | 100.00% | 100.00% |
11/11/2024 | 0.86% | 92.70 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,287 CHF | 468,287 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 92.20 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,930 CHF | 466,930 CHF | 100.00% | 100.00% |
07/11/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,222 CHF | 474,222 CHF | 99.04% | 99.04% |