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 | 0.55% | 90.05 % | 90.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,685 CHF | 454,185 CHF | 100.00% | 100.00% |
19/11/2024 | 0.55% | 90.16 % | 90.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,679 CHF | 454,179 CHF | 89.38% | 89.38% |
18/11/2024 | 0.54% | 91.99 % | 92.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,812 CHF | 461,312 CHF | 87.57% | 87.57% |
15/11/2024 | 0.54% | 91.34 % | 91.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,474 CHF | 459,974 CHF | 33.86% | 33.86% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 0.55% | 91.45 % | 91.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,426 CHF | 458,926 CHF | 18.88% | 18.88% |
12/11/2024 | 0.54% | 91.93 % | 92.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,402 CHF | 463,902 CHF | 87.15% | 87.15% |
11/11/2024 | 0.53% | 93.26 % | 93.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,110 CHF | 470,610 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 93.30 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,635 CHF | 470,135 CHF | 99.84% | 99.84% |
07/11/2024 | 0.53% | 93.91 % | 94.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,585 CHF | 473,085 CHF | 100.00% | 100.00% |