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 | 0.85% | 94.80 % | 95.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,135 CHF | 481,184 CHF | 97.95% | 97.95% |
19/11/2024 | 0.84% | 95.40 % | 96.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,324 CHF | 481,374 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 95.60 % | 96.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,296 CHF | 481,346 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 96.40 % | 97.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,892 CHF | 491,941 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 98.00 % | 98.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,050 CHF | 492,100 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.50 % | 98.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,835 CHF | 494,885 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.70 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,933 CHF | 498,983 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 99.20 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,551 CHF | 499,601 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 99.40 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,618 CHF | 501,668 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 100.10 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,584 CHF | 504,634 CHF | 99.23% | 99.23% |