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 | 0.62% | 79.38 % | 79.88 % | 300,000 | 300,000 | 300,000 | 300,000 | 239,451 CHF | 240,951 CHF | 100.00% | 100.00% |
19/11/2024 | 0.64% | 78.69 % | 79.19 % | 300,000 | 300,000 | 300,000 | 300,000 | 233,658 CHF | 235,158 CHF | 89.28% | 89.28% |
18/11/2024 | 0.62% | 81.22 % | 81.72 % | 300,000 | 300,000 | 300,000 | 300,000 | 241,603 CHF | 243,103 CHF | 99.66% | 99.66% |
15/11/2024 | 0.61% | 82.21 % | 82.71 % | 300,000 | 300,000 | 300,000 | 300,000 | 246,667 CHF | 248,167 CHF | 100.00% | 100.00% |
14/11/2024 | 0.61% | 82.03 % | 82.53 % | 300,000 | 300,000 | 300,000 | 300,000 | 243,171 CHF | 244,671 CHF | 46.69% | 46.69% |
13/11/2024 | 0.61% | 81.25 % | 81.75 % | 300,000 | 300,000 | 300,000 | 300,000 | 243,939 CHF | 245,439 CHF | 87.92% | 87.92% |
12/11/2024 | 0.60% | 81.95 % | 82.45 % | 300,000 | 300,000 | 300,000 | 300,000 | 247,588 CHF | 249,088 CHF | 98.73% | 98.73% |
11/11/2024 | 0.58% | 86.93 % | 87.43 % | 300,000 | 300,000 | 300,000 | 300,000 | 258,828 CHF | 260,328 CHF | 14.41% | 14.41% |
08/11/2024 | 0.61% | 84.50 % | 85.00 % | 300,000 | 300,000 | 300,000 | 300,000 | 244,436 CHF | 245,936 CHF | 96.77% | 96.77% |
07/11/2024 | 0.58% | 86.53 % | 87.03 % | 300,000 | 300,000 | 300,000 | 300,000 | 256,370 CHF | 257,870 CHF | 100.00% | 100.00% |