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 | 0.47% | 73.90 % | 74.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 370,692 CHF | 372,442 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 74.00 % | 74.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 371,347 CHF | 373,124 CHF | 99.37% | 99.37% |
18/11/2024 | 0.53% | 75.80 % | 76.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 378,256 CHF | 380,256 CHF | 98.94% | 98.94% |
15/11/2024 | 0.53% | 75.10 % | 75.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 377,866 CHF | 379,866 CHF | 99.36% | 99.36% |
14/11/2024 | 0.53% | 76.25 % | 76.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 379,284 CHF | 381,284 CHF | 99.37% | 99.37% |
13/11/2024 | 0.53% | 75.15 % | 75.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 375,793 CHF | 377,780 CHF | 65.04% | 65.04% |
12/11/2024 | 0.53% | 75.40 % | 75.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 378,397 CHF | 380,397 CHF | 99.15% | 99.15% |
11/11/2024 | 0.52% | 76.55 % | 76.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 384,267 CHF | 386,267 CHF | 99.38% | 99.38% |
08/11/2024 | 0.52% | 76.60 % | 77.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 383,855 CHF | 385,855 CHF | 99.37% | 99.37% |
07/11/2024 | 0.52% | 77.10 % | 77.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 386,684 CHF | 388,684 CHF | 98.56% | 98.56% |