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% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,692 CHF | 486,192 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,875 CHF | 486,375 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,902 CHF | 488,402 CHF | 99.22% | 99.22% |
15/11/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,057 CHF | 489,557 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,700 CHF | 489,200 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,432 CHF | 487,932 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,592 CHF | 489,092 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,042 CHF | 491,542 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,469 CHF | 490,969 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,793 CHF | 493,293 CHF | 99.08% | 99.08% |