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 | 0.49% | 91.55 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,946 CHF | 460,196 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 90.90 % | 91.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,536 CHF | 453,786 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 90.40 % | 90.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,820 CHF | 454,070 CHF | 99.21% | 99.21% |
15/11/2024 | 0.48% | 90.45 % | 90.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,863 CHF | 468,113 CHF | 99.17% | 99.17% |
14/11/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,882 CHF | 484,382 CHF | 99.16% | 99.16% |
13/11/2024 | 0.52% | 96.45 % | 96.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,771 CHF | 482,271 CHF | 99.17% | 99.17% |
12/11/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,975 CHF | 485,475 CHF | 99.17% | 99.17% |
11/11/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,570 CHF | 484,070 CHF | 99.17% | 99.17% |
08/11/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,900 CHF | 479,400 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 95.45 % | 95.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,692 CHF | 477,086 CHF | 98.43% | 98.43% |