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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.51% | 77.95 % | 78.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,632 CHF | 390,632 CHF | 98.80% | 98.80% |
22/11/2024 | 0.51% | 77.85 % | 78.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,918 CHF | 390,918 CHF | 99.30% | 99.30% |
20/11/2024 | 0.51% | 77.50 % | 77.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,669 CHF | 390,669 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 77.30 % | 77.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 383,223 CHF | 385,223 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 77.25 % | 77.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 384,869 CHF | 386,869 CHF | 98.95% | 98.95% |
15/11/2024 | 0.52% | 77.30 % | 77.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 384,995 CHF | 386,995 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 76.35 % | 76.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 377,942 CHF | 379,927 CHF | 99.38% | 99.38% |
13/11/2024 | 0.47% | 74.85 % | 75.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 372,977 CHF | 374,747 CHF | 65.04% | 65.04% |
12/11/2024 | 0.53% | 75.10 % | 75.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 376,448 CHF | 378,448 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 76.80 % | 77.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,296 CHF | 390,296 CHF | 99.37% | 99.37% |