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% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,365 CHF | 492,865 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,410 CHF | 485,910 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,023 CHF | 489,523 CHF | 98.94% | 98.94% |
15/11/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,605 CHF | 490,105 CHF | 99.36% | 99.36% |
14/11/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,480 CHF | 486,980 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,898 CHF | 478,398 CHF | 65.04% | 65.04% |
12/11/2024 | 0.52% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,610 CHF | 484,110 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,906 CHF | 486,406 CHF | 99.37% | 99.37% |
08/11/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,868 CHF | 483,368 CHF | 99.37% | 99.37% |
07/11/2024 | 0.52% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,548 CHF | 486,048 CHF | 98.56% | 98.56% |