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 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,246 CHF | 479,246 CHF | 98.58% | 98.58% |
19/11/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,140 CHF | 476,140 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,964 CHF | 478,964 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,376 CHF | 482,376 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,885 CHF | 482,885 CHF | 100.00% | 100.00% |
13/11/2024 | 0.83% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,070 CHF | 482,070 CHF | 100.00% | 100.00% |
12/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,227 CHF | 483,227 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,373 CHF | 490,373 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,649 CHF | 488,649 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,583 CHF | 496,583 CHF | 99.76% | 99.76% |