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 | 0.84% | 94.20 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,696 CHF | 475,696 CHF | 98.59% | 98.59% |
19/11/2024 | 0.85% | 93.60 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,313 CHF | 471,313 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 93.50 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,558 CHF | 470,558 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.50 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,957 CHF | 472,957 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,296 CHF | 477,296 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,774 CHF | 476,774 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,856 CHF | 477,856 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,211 CHF | 480,211 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,152 CHF | 479,152 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,669 CHF | 483,669 CHF | 99.23% | 99.23% |