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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.90% | 89.10 % | 89.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,054 CHF | 447,054 CHF | 100.00% | 100.00% |
22/11/2024 | 0.90% | 87.80 % | 88.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,362 CHF | 444,362 CHF | 100.00% | 100.00% |
20/11/2024 | 0.90% | 88.20 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,887 CHF | 445,887 CHF | 97.95% | 97.95% |
19/11/2024 | 0.91% | 87.70 % | 88.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,983 CHF | 440,983 CHF | 100.00% | 100.00% |
18/11/2024 | 0.91% | 87.90 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,398 CHF | 441,398 CHF | 100.00% | 100.00% |
15/11/2024 | 0.90% | 87.40 % | 88.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,793 CHF | 444,793 CHF | 100.00% | 100.00% |
14/11/2024 | 0.89% | 89.10 % | 89.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,799 CHF | 449,799 CHF | 100.00% | 100.00% |
13/11/2024 | 0.89% | 89.30 % | 90.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,082 CHF | 452,082 CHF | 100.00% | 100.00% |
12/11/2024 | 0.89% | 89.80 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,482 CHF | 453,482 CHF | 100.00% | 100.00% |
11/11/2024 | 0.88% | 90.70 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,033 CHF | 458,033 CHF | 100.00% | 100.00% |