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 | 0.83% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,211 CHF | 481,211 CHF | 98.58% | 98.58% |
19/11/2024 | 0.84% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,934 CHF | 480,934 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,084 CHF | 479,084 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,864 CHF | 481,864 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,223 CHF | 491,223 CHF | 100.00% | 100.00% |
13/11/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,206 CHF | 485,206 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,094 CHF | 491,094 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,606 CHF | 494,606 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,226 CHF | 491,226 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,307 CHF | 494,307 CHF | 99.76% | 99.76% |