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 | 0.73% | 81.50 % | 82.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,697 CHF | 414,697 CHF | 100.00% | 100.00% |
19/11/2024 | 0.96% | 83.10 % | 83.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,652 CHF | 418,652 CHF | 100.00% | 100.00% |
18/11/2024 | 0.72% | 82.90 % | 83.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,322 CHF | 418,322 CHF | 100.00% | 100.00% |
15/11/2024 | 0.94% | 84.00 % | 84.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,233 CHF | 428,233 CHF | 99.04% | 99.04% |
14/11/2024 | 0.70% | 86.20 % | 86.80 % | 500,000 | 500,000 | 499,012 | 499,012 | 430,257 CHF | 433,252 CHF | 100.00% | 100.00% |
13/11/2024 | 0.66% | 85.50 % | 86.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,779 CHF | 429,622 CHF | 99.67% | 99.67% |
12/11/2024 | 0.23% | 85.80 % | 86.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,440 CHF | 438,440 CHF | 93.51% | 93.51% |
11/11/2024 | 0.23% | 89.20 % | 89.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,369 CHF | 444,369 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 90.20 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,804 CHF | 446,804 CHF | 100.00% | 100.00% |
07/11/2024 | 0.45% | 88.20 % | 88.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,528 CHF | 447,528 CHF | 73.71% | 73.71% |