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 | 0.87% | 91.60 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,007 CHF | 462,007 CHF | 98.59% | 98.59% |
19/11/2024 | 0.87% | 91.60 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,527 CHF | 463,527 CHF | 100.00% | 100.00% |
18/11/2024 | 0.86% | 92.20 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,494 CHF | 465,494 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 92.60 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,324 CHF | 468,324 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,201 CHF | 478,201 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,379 CHF | 478,379 CHF | 99.85% | 99.85% |
12/11/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,788 CHF | 480,788 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,615 CHF | 486,615 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,382 CHF | 482,382 CHF | 100.00% | 100.00% |
07/11/2024 | 0.82% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,036 CHF | 487,036 CHF | 100.00% | 100.00% |