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 | 0.33% | 94.50 % | 94.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,636 CHF | 473,185 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 94.10 % | 94.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,572 CHF | 472,122 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 94.20 % | 94.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,040 CHF | 471,590 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 94.40 % | 94.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,159 CHF | 474,707 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 95.70 % | 96.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,568 CHF | 478,118 CHF | 99.10% | 99.10% |
13/11/2024 | 0.33% | 94.90 % | 95.21 % | 500,000 | 500,000 | 500,000 | 499,801 | 474,561 CHF | 475,922 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 95.50 % | 95.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,058 CHF | 479,608 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 95.70 % | 96.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,263 CHF | 480,813 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 95.50 % | 95.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,211 CHF | 479,761 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 95.50 % | 95.81 % | 500,000 | 500,000 | 500,000 | 499,993 | 479,895 CHF | 481,438 CHF | 99.24% | 99.24% |