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 | 0.94% | 84.60 % | 85.40 % | 500,000 | 500,000 | 497,456 | 497,456 | 423,666 CHF | 427,648 CHF | 97.94% | 97.94% |
19/11/2024 | 1.18% | 84.30 % | 85.30 % | 500,000 | 500,000 | 499,088 | 499,088 | 422,615 CHF | 427,609 CHF | 100.00% | 100.00% |
18/11/2024 | 1.17% | 85.50 % | 86.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,776 CHF | 429,776 CHF | 100.00% | 100.00% |
15/11/2024 | 0.93% | 84.30 % | 85.10 % | 500,000 | 500,000 | 499,339 | 499,339 | 425,985 CHF | 429,983 CHF | 100.00% | 100.00% |
14/11/2024 | 0.94% | 85.10 % | 85.90 % | 500,000 | 500,000 | 499,845 | 499,845 | 421,696 CHF | 425,696 CHF | 100.00% | 100.00% |
13/11/2024 | 0.95% | 84.60 % | 85.40 % | 500,000 | 500,000 | 499,184 | 499,184 | 421,008 CHF | 425,004 CHF | 100.00% | 100.00% |
12/11/2024 | 0.94% | 84.10 % | 84.90 % | 500,000 | 500,000 | 498,068 | 498,068 | 425,312 CHF | 429,305 CHF | 100.00% | 100.00% |
11/11/2024 | 1.17% | 87.30 % | 88.30 % | 500,000 | 500,000 | 492,058 | 492,058 | 422,712 CHF | 427,664 CHF | 99.58% | 99.58% |
08/11/2024 | 1.17% | 85.30 % | 86.30 % | 500,000 | 500,000 | 483,374 | 483,374 | 418,691 CHF | 423,591 CHF | 100.00% | 100.00% |
07/11/2024 | 0.92% | 88.90 % | 89.70 % | 500,000 | 500,000 | 499,417 | 499,417 | 432,587 CHF | 436,585 CHF | 99.23% | 99.23% |