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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.93% | 86.70 % | 87.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,705 CHF | 431,705 CHF | 100.00% | 100.00% |
12/11/2024 | 0.91% | 85.80 % | 86.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,801 CHF | 440,801 CHF | 100.00% | 100.00% |
11/11/2024 | 0.90% | 89.60 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,516 CHF | 447,516 CHF | 100.00% | 100.00% |
08/11/2024 | 0.93% | 87.20 % | 88.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,061 CHF | 434,061 CHF | 100.00% | 100.00% |
07/11/2024 | 0.94% | 85.00 % | 85.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,409 CHF | 427,409 CHF | 99.24% | 99.24% |
06/11/2024 | 0.90% | 85.00 % | 85.80 % | 500,000 | 500,000 | 499,215 | 499,215 | 443,442 CHF | 447,439 CHF | 100.00% | 100.00% |
05/11/2024 | 0.94% | 84.50 % | 85.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,327 CHF | 427,327 CHF | 99.89% | 99.89% |
04/11/2024 | 0.94% | 85.50 % | 86.30 % | 500,000 | 500,000 | 494,296 | 494,296 | 421,738 CHF | 425,715 CHF | 99.32% | 99.32% |
01/11/2024 | 0.92% | 86.60 % | 87.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,220 CHF | 437,220 CHF | 100.00% | 100.00% |
31/10/2024 | 0.92% | 86.80 % | 87.60 % | 500,000 | 500,000 | 499,861 | 499,861 | 431,078 CHF | 435,078 CHF | 100.00% | 100.00% |