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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.99% | 80.40 % | 81.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,938 CHF | 406,938 CHF | 100.00% | 100.00% |
22/11/2024 | 0.99% | 80.80 % | 81.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,100 CHF | 406,100 CHF | 100.00% | 100.00% |
20/11/2024 | 0.97% | 82.10 % | 82.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,433 CHF | 416,433 CHF | 97.95% | 97.95% |
19/11/2024 | 0.96% | 82.40 % | 83.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,898 CHF | 419,898 CHF | 100.00% | 100.00% |
18/11/2024 | 0.96% | 83.30 % | 84.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,399 CHF | 419,399 CHF | 100.00% | 100.00% |
15/11/2024 | 0.96% | 82.90 % | 83.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,027 CHF | 418,027 CHF | 100.00% | 100.00% |
14/11/2024 | 0.96% | 83.10 % | 83.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 413,480 CHF | 417,480 CHF | 100.00% | 100.00% |
13/11/2024 | 0.98% | 81.60 % | 82.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 406,912 CHF | 410,912 CHF | 100.00% | 100.00% |
12/11/2024 | 0.95% | 83.00 % | 83.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,484 CHF | 422,484 CHF | 100.00% | 100.00% |
11/11/2024 | 0.95% | 84.00 % | 84.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,921 CHF | 421,921 CHF | 100.00% | 100.00% |