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 | 2.46% | 76.00 % | 77.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,246 CHF | 390,746 CHF | 100.00% | 100.00% |
19/11/2024 | 2.46% | 76.00 % | 77.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,724 CHF | 391,224 CHF | 100.00% | 100.00% |
18/11/2024 | 2.41% | 78.20 % | 80.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 390,241 CHF | 399,741 CHF | 100.00% | 100.00% |
15/11/2024 | 2.41% | 77.30 % | 79.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,458 CHF | 398,958 CHF | 100.00% | 100.00% |
14/11/2024 | 2.40% | 78.80 % | 80.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 391,179 CHF | 400,679 CHF | 99.10% | 99.10% |
13/11/2024 | 2.43% | 77.30 % | 79.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 386,918 CHF | 396,418 CHF | 100.00% | 100.00% |
12/11/2024 | 2.41% | 77.60 % | 79.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,452 CHF | 398,952 CHF | 100.00% | 100.00% |
11/11/2024 | 2.37% | 79.00 % | 80.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,871 CHF | 406,371 CHF | 100.00% | 100.00% |
08/11/2024 | 2.37% | 79.00 % | 80.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,095 CHF | 405,595 CHF | 100.00% | 100.00% |
07/11/2024 | 2.35% | 79.70 % | 81.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,885 CHF | 409,385 CHF | 100.00% | 100.00% |