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% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,473 CHF | 484,473 CHF | 97.95% | 97.95% |
19/11/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,325 CHF | 481,325 CHF | 100.00% | 100.00% |
18/11/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,874 CHF | 481,874 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,743 CHF | 487,743 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,529 CHF | 494,529 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,673 CHF | 502,673 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,917 CHF | 502,917 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,384 CHF | 504,384 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,043 CHF | 501,043 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,340 CHF | 501,340 CHF | 99.23% | 99.23% |