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 | 1.00% | 79.20 % | 80.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,201 CHF | 401,201 CHF | 97.95% | 97.95% |
19/11/2024 | 1.00% | 79.70 % | 80.50 % | 500,000 | 500,000 | 498,890 | 498,890 | 397,233 CHF | 401,229 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 79.70 % | 80.50 % | 500,000 | 500,000 | 499,328 | 499,328 | 398,723 CHF | 402,720 CHF | 100.00% | 100.00% |
15/11/2024 | 0.99% | 79.90 % | 80.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,177 CHF | 405,177 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 80.60 % | 81.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,501 CHF | 407,501 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 80.10 % | 80.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 400,308 CHF | 404,308 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 79.50 % | 80.30 % | 500,000 | 500,000 | 499,824 | 499,824 | 400,815 CHF | 404,814 CHF | 100.00% | 100.00% |
11/11/2024 | 0.99% | 80.20 % | 81.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 400,806 CHF | 404,806 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 80.40 % | 81.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,104 CHF | 408,104 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 79.80 % | 80.60 % | 500,000 | 500,000 | 498,405 | 498,405 | 397,321 CHF | 401,314 CHF | 99.23% | 99.23% |