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 | 0.21% | 96.10 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,848 CHF | 481,848 CHF | 100.00% | 100.00% |
19/11/2024 | 0.21% | 95.60 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,215 CHF | 482,215 CHF | 100.00% | 100.00% |
18/11/2024 | 0.21% | 96.80 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,185 CHF | 485,185 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 96.50 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,150 CHF | 484,150 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 97.00 % | 97.20 % | 500,000 | 500,000 | 499,009 | 499,009 | 483,158 CHF | 484,157 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 96.90 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,696 CHF | 485,696 CHF | 100.00% | 100.00% |
12/11/2024 | 0.21% | 97.10 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,517 CHF | 487,517 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 97.60 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,271 CHF | 489,271 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 97.40 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,991 CHF | 487,991 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 97.70 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,038 CHF | 489,038 CHF | 100.00% | 100.00% |