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 | 0.44% | 91.30 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,075 CHF | 460,075 CHF | 100.00% | 100.00% |
19/11/2024 | 0.22% | 91.00 % | 91.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,396 CHF | 456,396 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 92.00 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,256 CHF | 462,256 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 93.40 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,892 CHF | 467,892 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 93.60 % | 93.80 % | 500,000 | 500,000 | 499,032 | 499,032 | 468,156 CHF | 469,155 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 93.50 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,640 CHF | 465,640 CHF | 100.00% | 100.00% |
12/11/2024 | 0.21% | 92.80 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,743 CHF | 467,743 CHF | 100.00% | 100.00% |
11/11/2024 | 0.21% | 93.80 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,651 CHF | 470,651 CHF | 100.00% | 100.00% |
08/11/2024 | 0.43% | 93.70 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,174 CHF | 469,174 CHF | 100.00% | 100.00% |
07/11/2024 | 0.21% | 94.00 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,797 CHF | 471,797 CHF | 99.76% | 99.76% |