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 | 0.75% | 78.70 % | 79.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,605 CHF | 402,605 CHF | 100.00% | 100.00% |
19/11/2024 | 0.99% | 80.90 % | 81.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,810 CHF | 407,810 CHF | 100.00% | 100.00% |
18/11/2024 | 0.74% | 80.70 % | 81.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,444 CHF | 407,444 CHF | 100.00% | 100.00% |
15/11/2024 | 0.96% | 82.30 % | 83.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,632 CHF | 419,632 CHF | 99.04% | 99.04% |
14/11/2024 | 0.71% | 84.70 % | 85.30 % | 500,000 | 500,000 | 499,068 | 499,068 | 422,563 CHF | 425,558 CHF | 100.00% | 100.00% |
13/11/2024 | 0.68% | 83.80 % | 84.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,241 CHF | 421,083 CHF | 99.67% | 99.67% |
12/11/2024 | 0.23% | 84.30 % | 84.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,618 CHF | 431,618 CHF | 93.51% | 93.51% |
11/11/2024 | 0.23% | 88.30 % | 88.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,279 CHF | 439,279 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 89.50 % | 89.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,094 CHF | 442,094 CHF | 100.00% | 100.00% |
07/11/2024 | 0.45% | 86.80 % | 87.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,063 CHF | 445,063 CHF | 73.71% | 73.71% |