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% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,868 CHF | 487,368 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,108 CHF | 486,608 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,556 CHF | 490,056 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,555 CHF | 489,055 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,412 CHF | 490,912 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,155 CHF | 490,655 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,540 CHF | 491,040 CHF | 98.68% | 98.68% |
11/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,592 CHF | 492,092 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,740 CHF | 492,240 CHF | 99.78% | 99.78% |
07/11/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,329 CHF | 492,829 CHF | 99.90% | 99.90% |