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% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,828 CHF | 475,828 CHF | 98.58% | 98.58% |
19/11/2024 | 0.84% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,473 CHF | 476,473 CHF | 100.00% | 100.00% |
18/11/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,455 CHF | 482,455 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,662 CHF | 481,662 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,023 CHF | 477,023 CHF | 100.00% | 100.00% |
13/11/2024 | 0.85% | 93.80 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,314 CHF | 471,314 CHF | 100.00% | 100.00% |
12/11/2024 | 0.85% | 92.80 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,258 CHF | 471,258 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,579 CHF | 478,579 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,432 CHF | 477,432 CHF | 100.00% | 100.00% |
07/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,974 CHF | 489,974 CHF | 99.23% | 99.23% |