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 | 0.53% | 75.55 % | 75.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 379,530 CHF | 381,530 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 75.50 % | 75.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 374,791 CHF | 376,688 CHF | 99.17% | 99.17% |
18/11/2024 | 0.52% | 77.65 % | 78.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 383,515 CHF | 385,515 CHF | 99.20% | 99.20% |
15/11/2024 | 0.51% | 77.75 % | 78.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,444 CHF | 394,444 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 79.40 % | 79.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 391,831 CHF | 393,829 CHF | 98.80% | 98.80% |
13/11/2024 | 0.49% | 91.25 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,055 CHF | 462,305 CHF | 99.17% | 99.17% |
12/11/2024 | 0.48% | 92.45 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,294 CHF | 468,544 CHF | 99.17% | 99.17% |
11/11/2024 | 0.52% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,231 CHF | 477,730 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,397 CHF | 476,740 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,265 CHF | 492,765 CHF | 98.75% | 98.75% |