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% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,875 CHF | 485,875 CHF | 100.00% | 100.00% |
22/11/2024 | 0.82% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,001 CHF | 487,001 CHF | 100.00% | 100.00% |
20/11/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,437 CHF | 486,437 CHF | 97.94% | 97.94% |
19/11/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,124 CHF | 485,124 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,427 CHF | 490,427 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,205 CHF | 493,205 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,856 CHF | 491,856 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,593 CHF | 488,593 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,934 CHF | 491,934 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,731 CHF | 497,731 CHF | 100.00% | 100.00% |