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 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,881 CHF | 484,881 CHF | 97.94% | 97.94% |
19/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,748 CHF | 482,748 CHF | 100.00% | 100.00% |
18/11/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,487 CHF | 485,487 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,686 CHF | 487,686 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,464 CHF | 488,464 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,337 CHF | 490,337 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,628 CHF | 492,628 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,572 CHF | 496,572 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,735 CHF | 495,735 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,086 CHF | 498,086 CHF | 99.23% | 99.23% |