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 | 0.87% | 92.10 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,422 CHF | 464,422 CHF | 98.59% | 98.59% |
19/11/2024 | 0.86% | 92.50 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,870 CHF | 464,870 CHF | 100.00% | 100.00% |
18/11/2024 | 0.86% | 92.90 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,125 CHF | 467,125 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 92.80 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,797 CHF | 468,797 CHF | 100.00% | 100.00% |
14/11/2024 | 0.86% | 93.40 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,507 CHF | 469,507 CHF | 100.00% | 100.00% |
13/11/2024 | 0.86% | 92.50 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,601 CHF | 466,601 CHF | 100.00% | 100.00% |
12/11/2024 | 0.85% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,905 CHF | 470,905 CHF | 100.00% | 100.00% |
11/11/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,226 CHF | 474,226 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.30 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,402 CHF | 470,402 CHF | 100.00% | 100.00% |
07/11/2024 | 0.85% | 93.60 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,560 CHF | 472,560 CHF | 99.23% | 99.23% |