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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 2.40% | 70.80 % | 71.30 % | 500,000 | 500,000 | 140,339 | 140,339 | 98,989 CHF | 100,190 CHF | 100.00% | 100.00% |
12/11/2024 | 2.27% | 68.90 % | 69.40 % | 500,000 | 500,000 | 143,255 | 143,255 | 100,712 CHF | 101,963 CHF | 100.00% | 100.00% |
11/11/2024 | 2.32% | 72.90 % | 73.40 % | 500,000 | 500,000 | 144,717 | 144,717 | 102,888 CHF | 104,169 CHF | 99.87% | 99.87% |
08/11/2024 | 2.37% | 68.40 % | 68.90 % | 500,000 | 500,000 | 137,445 | 137,445 | 96,481 CHF | 97,640 CHF | 100.00% | 100.00% |
07/11/2024 | 2.37% | 70.40 % | 70.90 % | 500,000 | 500,000 | 144,154 | 144,154 | 100,414 CHF | 101,676 CHF | 99.24% | 99.24% |
06/11/2024 | 3.27% | 68.00 % | 68.50 % | 500,000 | 500,000 | 143,211 | 143,211 | 99,609 CHF | 101,188 CHF | 100.00% | 100.00% |
05/11/2024 | 2.29% | 70.40 % | 70.90 % | 500,000 | 500,000 | 144,935 | 144,935 | 102,404 CHF | 103,681 CHF | 99.52% | 99.52% |
04/11/2024 | 2.31% | 71.10 % | 71.60 % | 500,000 | 500,000 | 139,473 | 139,473 | 98,501 CHF | 99,673 CHF | 99.75% | 99.75% |
01/11/2024 | 2.02% | 70.30 % | 70.80 % | 500,000 | 500,000 | 200,349 | 200,349 | 140,834 CHF | 142,283 CHF | 99.76% | 99.76% |
31/10/2024 | 1.96% | 70.00 % | 70.50 % | 500,000 | 500,000 | 201,291 | 201,291 | 142,781 CHF | 144,245 CHF | 100.00% | 100.00% |