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 | 0.46% | 53.70 % | 53.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 269,799 CHF | 271,049 CHF | 99.17% | 99.17% |
19/11/2024 | 0.47% | 53.65 % | 53.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 266,183 CHF | 267,433 CHF | 99.17% | 99.17% |
18/11/2024 | 0.47% | 55.25 % | 55.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 273,324 CHF | 274,610 CHF | 99.22% | 99.22% |
15/11/2024 | 0.53% | 55.95 % | 56.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 282,547 CHF | 284,047 CHF | 99.17% | 99.17% |
14/11/2024 | 0.53% | 57.30 % | 57.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 282,495 CHF | 283,989 CHF | 99.16% | 99.16% |
13/11/2024 | 0.47% | 63.20 % | 63.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 319,668 CHF | 321,168 CHF | 99.17% | 99.17% |
12/11/2024 | 0.52% | 64.35 % | 64.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 325,746 CHF | 327,460 CHF | 99.17% | 99.17% |
11/11/2024 | 0.52% | 66.95 % | 67.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 336,437 CHF | 338,187 CHF | 99.17% | 99.17% |
08/11/2024 | 0.52% | 67.10 % | 67.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 335,163 CHF | 336,913 CHF | 99.17% | 99.17% |
07/11/2024 | 0.49% | 71.40 % | 71.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 358,932 CHF | 360,682 CHF | 99.08% | 99.08% |