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 | 0.48% | 82.70 % | 83.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,557 CHF | 416,557 CHF | 98.83% | 98.83% |
19/11/2024 | 0.48% | 82.55 % | 82.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,135 CHF | 417,135 CHF | 99.17% | 99.17% |
18/11/2024 | 0.47% | 84.20 % | 84.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,340 CHF | 422,340 CHF | 99.19% | 99.19% |
15/11/2024 | 0.52% | 85.40 % | 85.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,051 CHF | 432,301 CHF | 99.17% | 99.17% |
14/11/2024 | 0.52% | 87.05 % | 87.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,715 CHF | 435,965 CHF | 99.16% | 99.16% |
13/11/2024 | 0.52% | 86.30 % | 86.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,033 CHF | 435,283 CHF | 98.96% | 98.96% |
12/11/2024 | 0.51% | 86.55 % | 87.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,919 CHF | 441,169 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 90.00 % | 90.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,075 CHF | 453,325 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 89.05 % | 89.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,342 CHF | 443,592 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 88.85 % | 89.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,065 CHF | 447,315 CHF | 98.69% | 98.69% |