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 | 0.21% | 92.70 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,774 CHF | 465,774 CHF | 100.00% | 100.00% |
19/11/2024 | 0.22% | 92.80 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,806 CHF | 464,806 CHF | 99.81% | 99.81% |
18/11/2024 | 0.43% | 93.00 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,845 CHF | 465,845 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 93.30 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,039 CHF | 469,039 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 93.70 % | 93.90 % | 500,000 | 500,000 | 499,074 | 499,074 | 468,252 CHF | 469,251 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 93.90 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,707 CHF | 471,707 CHF | 100.00% | 100.00% |
12/11/2024 | 0.21% | 94.50 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,162 CHF | 475,162 CHF | 100.00% | 100.00% |
11/11/2024 | 0.21% | 95.10 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,180 CHF | 478,180 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 94.90 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,058 CHF | 478,058 CHF | 100.00% | 100.00% |
07/11/2024 | 0.21% | 95.70 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,763 CHF | 480,763 CHF | 100.00% | 100.00% |