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% | 58.25 % | 58.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 295,001 CHF | 296,501 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 59.45 % | 59.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 299,534 CHF | 301,034 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 60.70 % | 61.00 % | 500,000 | 500,000 | 500,000 | 499,888 | 309,031 CHF | 310,504 CHF | 99.19% | 99.19% |
15/11/2024 | 0.49% | 72.45 % | 72.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 406,734 CHF | 408,726 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 84.55 % | 84.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,379 CHF | 410,412 CHF | 99.14% | 99.14% |
13/11/2024 | 0.50% | 80.85 % | 81.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,208 CHF | 437,385 CHF | 99.17% | 99.17% |
12/11/2024 | 0.48% | 92.65 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,243 CHF | 468,493 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,873 CHF | 475,188 CHF | 99.17% | 99.17% |
08/11/2024 | 0.48% | 94.55 % | 95.00 % | 500,000 | 500,000 | 499,882 | 500,000 | 470,110 CHF | 472,490 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 94.40 % | 94.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,489 CHF | 475,875 CHF | 98.41% | 98.41% |