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 | 0.88% | 89.90 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,616 CHF | 457,616 CHF | 98.33% | 98.33% |
19/11/2024 | 0.88% | 90.80 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,565 CHF | 458,565 CHF | 100.00% | 100.00% |
18/11/2024 | 0.88% | 90.80 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,448 CHF | 457,448 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 92.20 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,132 CHF | 471,132 CHF | 100.00% | 100.00% |
14/11/2024 | 0.85% | 94.20 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,165 CHF | 473,165 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 93.50 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,552 CHF | 475,552 CHF | 100.00% | 100.00% |
12/11/2024 | 0.83% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,041 CHF | 482,041 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,573 CHF | 482,573 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,454 CHF | 482,454 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,414 CHF | 484,414 CHF | 99.23% | 99.23% |