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 | 0.87% | 90.60 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,393 CHF | 461,393 CHF | 97.95% | 97.95% |
19/11/2024 | 1.09% | 91.30 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,439 CHF | 461,439 CHF | 100.00% | 100.00% |
18/11/2024 | 1.09% | 91.80 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,740 CHF | 461,740 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 92.30 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,147 CHF | 468,147 CHF | 100.00% | 100.00% |
14/11/2024 | 0.85% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,850 CHF | 473,850 CHF | 100.00% | 100.00% |
13/11/2024 | 1.04% | 94.90 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,455 CHF | 481,455 CHF | 100.00% | 100.00% |
12/11/2024 | 1.04% | 95.60 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,434 CHF | 485,434 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,241 CHF | 489,241 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,041 CHF | 486,041 CHF | 100.00% | 100.00% |
07/11/2024 | 1.03% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,921 CHF | 489,921 CHF | 99.23% | 99.23% |