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% | 82.65 % | 83.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,764 CHF | 417,764 CHF | 99.17% | 99.17% |
19/11/2024 | 0.48% | 83.60 % | 84.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,440 CHF | 417,440 CHF | 99.17% | 99.17% |
18/11/2024 | 0.48% | 84.45 % | 84.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,771 CHF | 424,813 CHF | 99.21% | 99.21% |
15/11/2024 | 0.52% | 84.80 % | 85.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,370 CHF | 427,601 CHF | 99.17% | 99.17% |
14/11/2024 | 0.48% | 84.45 % | 84.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,032 CHF | 422,032 CHF | 99.16% | 99.16% |
13/11/2024 | 0.48% | 84.20 % | 84.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,855 CHF | 423,889 CHF | 99.17% | 99.17% |
12/11/2024 | 0.53% | 84.85 % | 85.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,304 CHF | 429,554 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 88.40 % | 88.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,046 CHF | 445,296 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 87.85 % | 88.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,350 CHF | 443,600 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 89.95 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,643 CHF | 452,893 CHF | 99.08% | 99.08% |