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 | 0.34% | 91.70 % | 92.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,219 CHF | 461,768 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 92.50 % | 92.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,391 CHF | 463,941 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 92.90 % | 93.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,764 CHF | 465,314 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 92.70 % | 93.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,274 CHF | 466,823 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 93.80 % | 94.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,386 CHF | 470,936 CHF | 99.10% | 99.10% |
13/11/2024 | 0.33% | 94.00 % | 94.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,247 CHF | 465,797 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 92.90 % | 93.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,887 CHF | 471,437 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 94.80 % | 95.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,335 CHF | 471,885 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 93.70 % | 94.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,667 CHF | 471,217 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 94.60 % | 94.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,099 CHF | 475,649 CHF | 99.23% | 99.23% |