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 | 0.83% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,910 CHF | 481,910 CHF | 98.58% | 98.58% |
19/11/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,214 CHF | 476,214 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,490 CHF | 476,490 CHF | 100.00% | 100.00% |
15/11/2024 | 0.84% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,266 CHF | 479,266 CHF | 100.00% | 100.00% |
14/11/2024 | 0.85% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,853 CHF | 473,853 CHF | 100.00% | 100.00% |
13/11/2024 | 0.86% | 92.70 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,633 CHF | 467,633 CHF | 100.00% | 100.00% |
12/11/2024 | 0.85% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,229 CHF | 471,229 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,986 CHF | 481,986 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,946 CHF | 466,946 CHF | 94.95% | 94.95% |
07/11/2024 | 0.84% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,154 CHF | 478,154 CHF | 99.24% | 99.24% |