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 | 0.88% | 90.30 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,636 CHF | 456,636 CHF | 98.59% | 98.59% |
19/11/2024 | 0.88% | 91.00 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,367 CHF | 458,367 CHF | 100.00% | 100.00% |
18/11/2024 | 0.87% | 91.90 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,406 CHF | 461,406 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 91.60 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,213 CHF | 465,213 CHF | 100.00% | 100.00% |
14/11/2024 | 0.86% | 92.80 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,251 CHF | 467,251 CHF | 100.00% | 100.00% |
13/11/2024 | 1.09% | 91.70 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,982 CHF | 462,982 CHF | 100.00% | 100.00% |
12/11/2024 | 0.86% | 92.60 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,469 CHF | 469,469 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 94.20 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,781 CHF | 475,781 CHF | 100.00% | 100.00% |
08/11/2024 | 1.07% | 92.90 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,742 CHF | 469,742 CHF | 100.00% | 100.00% |
07/11/2024 | 1.06% | 93.90 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,810 CHF | 472,810 CHF | 99.23% | 99.23% |