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 | 0.53% | 56.55 % | 56.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 284,111 CHF | 285,611 CHF | 99.17% | 99.17% |
19/11/2024 | 0.53% | 56.50 % | 56.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 280,391 CHF | 281,891 CHF | 99.17% | 99.17% |
18/11/2024 | 0.52% | 58.15 % | 58.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 287,662 CHF | 289,162 CHF | 99.22% | 99.22% |
15/11/2024 | 0.50% | 58.85 % | 59.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 297,108 CHF | 298,608 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 60.20 % | 60.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 296,945 CHF | 298,445 CHF | 99.16% | 99.16% |
13/11/2024 | 0.52% | 66.25 % | 66.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 334,827 CHF | 336,577 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 67.40 % | 67.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 341,142 CHF | 342,892 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 70.05 % | 70.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 351,966 CHF | 353,716 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 70.20 % | 70.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 351,145 CHF | 352,895 CHF | 99.08% | 99.08% |
07/11/2024 | 0.50% | 78.10 % | 78.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,034 CHF | 397,034 CHF | 99.08% | 99.08% |