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 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,309 CHF | 481,809 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,826 CHF | 483,326 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,704 CHF | 487,204 CHF | 99.21% | 99.21% |
15/11/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,744 CHF | 491,244 CHF | 99.17% | 99.17% |
14/11/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,900 CHF | 482,400 CHF | 99.14% | 99.14% |
13/11/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,787 CHF | 482,287 CHF | 99.17% | 99.17% |
12/11/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,252 CHF | 483,752 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,913 CHF | 490,413 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,947 CHF | 487,447 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,695 CHF | 494,195 CHF | 99.07% | 99.07% |