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 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,586 CHF | 481,586 CHF | 100.00% | 100.00% |
22/11/2024 | 0.84% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,106 CHF | 478,106 CHF | 100.00% | 100.00% |
20/11/2024 | 0.84% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,846 CHF | 478,846 CHF | 97.94% | 97.94% |
19/11/2024 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,471 CHF | 479,471 CHF | 100.00% | 100.00% |
18/11/2024 | 0.83% | 95.40 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,682 CHF | 481,682 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,262 CHF | 481,262 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,176 CHF | 488,176 CHF | 100.00% | 100.00% |
13/11/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,274 CHF | 484,274 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,826 CHF | 492,826 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,888 CHF | 497,888 CHF | 100.00% | 100.00% |