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 | 0.50% | 69.40 % | 69.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 347,740 CHF | 349,490 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 70.25 % | 70.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 351,330 CHF | 353,080 CHF | 99.38% | 99.38% |
18/11/2024 | 0.48% | 71.85 % | 72.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 360,992 CHF | 362,742 CHF | 99.37% | 99.37% |
15/11/2024 | 0.49% | 72.05 % | 72.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 358,350 CHF | 360,100 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 70.90 % | 71.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 350,509 CHF | 352,259 CHF | 99.37% | 99.37% |
13/11/2024 | 0.51% | 69.20 % | 69.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 343,944 CHF | 345,694 CHF | 99.38% | 99.38% |
12/11/2024 | 0.51% | 68.10 % | 68.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 343,501 CHF | 345,251 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 70.75 % | 71.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 353,408 CHF | 355,158 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 69.85 % | 70.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 356,141 CHF | 357,891 CHF | 99.36% | 99.36% |
07/11/2024 | 0.52% | 75.90 % | 76.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 378,336 CHF | 380,309 CHF | 98.80% | 98.80% |