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 | 0.88% | 91.30 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,940 CHF | 454,940 CHF | 100.00% | 100.00% |
22/11/2024 | 0.90% | 88.90 % | 89.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,619 CHF | 445,619 CHF | 100.00% | 100.00% |
20/11/2024 | 0.91% | 87.60 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,432 CHF | 443,432 CHF | 97.95% | 97.95% |
19/11/2024 | 0.91% | 88.10 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,304 CHF | 443,304 CHF | 100.00% | 100.00% |
18/11/2024 | 0.89% | 89.40 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,854 CHF | 451,854 CHF | 100.00% | 100.00% |
15/11/2024 | 0.88% | 90.20 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,279 CHF | 458,279 CHF | 100.00% | 100.00% |
14/11/2024 | 0.87% | 91.90 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,972 CHF | 460,972 CHF | 100.00% | 100.00% |
13/11/2024 | 0.88% | 90.00 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,231 CHF | 457,231 CHF | 100.00% | 100.00% |
12/11/2024 | 0.86% | 91.80 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,021 CHF | 466,021 CHF | 100.00% | 100.00% |
11/11/2024 | 0.87% | 92.00 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,842 CHF | 462,842 CHF | 100.00% | 100.00% |