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 | 0.47% | 52.75 % | 53.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 265,411 CHF | 266,661 CHF | 99.38% | 99.38% |
19/11/2024 | 0.47% | 52.55 % | 52.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 262,889 CHF | 264,139 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 52.05 % | 52.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 259,057 CHF | 260,307 CHF | 98.89% | 98.89% |
15/11/2024 | 0.48% | 52.30 % | 52.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 261,090 CHF | 262,340 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 51.15 % | 51.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 249,845 CHF | 251,095 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 48.10 % | 48.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 242,302 CHF | 243,552 CHF | 99.38% | 99.38% |
12/11/2024 | 0.53% | 45.30 % | 45.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 226,106 CHF | 227,318 CHF | 99.38% | 99.38% |
11/11/2024 | 0.53% | 46.25 % | 46.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 234,646 CHF | 235,896 CHF | 99.37% | 99.37% |
08/11/2024 | 0.53% | 46.75 % | 47.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 237,372 CHF | 238,622 CHF | 99.35% | 99.35% |
07/11/2024 | 0.50% | 49.80 % | 50.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 250,997 CHF | 252,247 CHF | 98.77% | 98.77% |