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 | 0.91% | 87.10 % | 87.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,922 CHF | 443,922 CHF | 97.95% | 97.95% |
19/11/2024 | 0.91% | 88.10 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,877 CHF | 443,877 CHF | 100.00% | 100.00% |
18/11/2024 | 0.90% | 89.00 % | 89.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,160 CHF | 447,160 CHF | 100.00% | 100.00% |
15/11/2024 | 0.90% | 88.20 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,282 CHF | 446,282 CHF | 100.00% | 100.00% |
14/11/2024 | 0.90% | 89.80 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,489 CHF | 446,489 CHF | 100.00% | 100.00% |
13/11/2024 | 0.93% | 86.50 % | 87.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,845 CHF | 433,845 CHF | 100.00% | 100.00% |
12/11/2024 | 0.91% | 85.90 % | 86.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,162 CHF | 440,162 CHF | 100.00% | 100.00% |
11/11/2024 | 0.89% | 88.30 % | 89.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,351 CHF | 449,351 CHF | 100.00% | 100.00% |
08/11/2024 | 0.90% | 88.20 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,041 CHF | 448,041 CHF | 100.00% | 100.00% |
07/11/2024 | 0.88% | 89.70 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,529 CHF | 454,529 CHF | 99.23% | 99.23% |