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 | 1.77% | 70.90 % | 72.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 363,770 CHF | 370,276 CHF | 99.36% | 99.36% |
19/11/2024 | 1.64% | 75.00 % | 76.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 374,382 CHF | 380,559 CHF | 100.00% | 100.00% |
18/11/2024 | 1.17% | 74.90 % | 76.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 378,730 CHF | 383,189 CHF | 100.00% | 100.00% |
15/11/2024 | 0.87% | 78.50 % | 79.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,219 CHF | 404,719 CHF | 99.04% | 99.04% |
14/11/2024 | 0.84% | 82.70 % | 83.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,801 CHF | 416,301 CHF | 99.10% | 99.10% |
13/11/2024 | 0.87% | 80.30 % | 81.00 % | 500,000 | 500,000 | 499,674 | 499,674 | 399,936 CHF | 403,434 CHF | 80.97% | 80.97% |
12/11/2024 | 0.46% | 80.40 % | 81.10 % | 500,000 | 500,000 | 499,715 | 499,715 | 417,017 CHF | 418,949 CHF | 92.23% | 92.23% |
11/11/2024 | 0.35% | 86.50 % | 86.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,237 CHF | 428,737 CHF | 100.00% | 100.00% |
08/11/2024 | 0.35% | 88.30 % | 88.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,622 CHF | 434,122 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 85.50 % | 85.80 % | 500,000 | 500,000 | 499,642 | 499,642 | 436,506 CHF | 438,006 CHF | 72.78% | 72.78% |