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 | 0.51% | 96.77 % | 97.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,731 CHF | 488,231 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 97.54 % | 98.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,559 CHF | 491,059 CHF | 89.36% | 89.36% |
18/11/2024 | 0.51% | 98.24 % | 98.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,912 CHF | 494,412 CHF | 99.67% | 99.67% |
15/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,879 CHF | 494,379 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.91 % | 98.41 % | 500,000 | 500,000 | 500,000 | 499,922 | 489,849 CHF | 492,272 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 98.01 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,826 CHF | 493,326 CHF | 23.85% | 23.85% |
12/11/2024 | 0.52% | 95.18 % | 95.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,489 CHF | 480,989 CHF | 98.72% | 98.72% |
11/11/2024 | 0.52% | 96.01 % | 96.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,312 CHF | 483,812 CHF | 100.00% | 100.00% |
08/11/2024 | 0.52% | 95.08 % | 95.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,727 CHF | 478,227 CHF | 99.83% | 99.83% |
07/11/2024 | 0.53% | 95.19 % | 95.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,900 CHF | 477,400 CHF | 99.00% | 99.00% |