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 | 0.85% | 93.40 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,096 CHF | 473,096 CHF | 97.95% | 97.95% |
19/11/2024 | 0.86% | 92.80 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,199 CHF | 468,199 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,554 CHF | 476,554 CHF | 100.00% | 100.00% |
15/11/2024 | 0.84% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,295 CHF | 478,295 CHF | 100.00% | 100.00% |
14/11/2024 | 0.85% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,116 CHF | 472,116 CHF | 100.00% | 100.00% |
13/11/2024 | 0.86% | 92.30 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,628 CHF | 467,628 CHF | 100.00% | 100.00% |
12/11/2024 | 0.85% | 92.40 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,488 CHF | 471,488 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,208 CHF | 483,208 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,154 CHF | 485,154 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,421 CHF | 495,421 CHF | 99.23% | 99.23% |