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% | 85.55 % | 86.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,058 CHF | 433,308 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 85.80 % | 86.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,577 CHF | 431,827 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 86.00 % | 86.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,694 CHF | 455,944 CHF | 98.94% | 98.94% |
15/11/2024 | 0.51% | 92.95 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,871 CHF | 475,272 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,055 CHF | 484,555 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,561 CHF | 482,061 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 95.35 % | 95.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,571 CHF | 480,029 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,636 CHF | 482,136 CHF | 99.37% | 99.37% |
08/11/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,887 CHF | 481,387 CHF | 99.37% | 99.37% |
07/11/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,910 CHF | 482,410 CHF | 98.56% | 98.56% |