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 | 0.59% | 86.30 % | 86.80 % | 500,000 | 500,000 | 146,332 | 146,332 | 126,532 CHF | 127,264 CHF | 99.64% | 99.64% |
19/11/2024 | 0.59% | 86.90 % | 87.40 % | 500,000 | 500,000 | 146,899 | 146,899 | 128,531 CHF | 129,268 CHF | 99.86% | 99.86% |
18/11/2024 | 0.63% | 87.10 % | 87.60 % | 500,000 | 500,000 | 143,638 | 143,638 | 125,652 CHF | 126,382 CHF | 99.77% | 99.77% |
15/11/2024 | 0.58% | 87.10 % | 87.60 % | 500,000 | 500,000 | 147,240 | 147,240 | 129,001 CHF | 129,738 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 89.00 % | 89.50 % | 500,000 | 500,000 | 145,374 | 145,147 | 129,001 CHF | 129,532 CHF | 98.82% | 98.82% |
13/11/2024 | 0.60% | 86.90 % | 87.40 % | 500,000 | 500,000 | 144,585 | 144,585 | 125,118 CHF | 125,846 CHF | 100.00% | 100.00% |
12/11/2024 | 0.61% | 86.10 % | 86.60 % | 500,000 | 500,000 | 143,615 | 143,615 | 124,963 CHF | 125,689 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 88.70 % | 89.20 % | 500,000 | 500,000 | 142,802 | 142,802 | 128,619 CHF | 129,344 CHF | 99.90% | 99.90% |
08/11/2024 | 0.61% | 91.20 % | 91.70 % | 500,000 | 500,000 | 142,709 | 142,709 | 129,356 CHF | 130,081 CHF | 100.00% | 100.00% |
07/11/2024 | 0.59% | 90.10 % | 90.60 % | 500,000 | 500,000 | 144,565 | 144,565 | 129,213 CHF | 129,941 CHF | 99.76% | 99.76% |