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 | 0.44% | 86.30 % | 86.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,718 CHF | 434,611 CHF | 100.00% | 100.00% |
19/11/2024 | 1.04% | 85.00 % | 85.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,191 CHF | 428,636 CHF | 100.00% | 100.00% |
18/11/2024 | 1.03% | 85.30 % | 86.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,658 CHF | 429,057 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 84.80 % | 85.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,275 CHF | 433,196 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 87.30 % | 87.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,511 CHF | 439,061 CHF | 99.10% | 99.10% |
13/11/2024 | 0.35% | 87.50 % | 87.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,696 CHF | 441,246 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 88.10 % | 88.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,545 CHF | 443,095 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 89.20 % | 89.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,797 CHF | 448,347 CHF | 100.00% | 100.00% |
08/11/2024 | 0.35% | 88.80 % | 89.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,176 CHF | 447,726 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 89.70 % | 90.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,954 CHF | 452,504 CHF | 99.23% | 99.23% |