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% | 65.80 % | 66.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 332,088 CHF | 333,838 CHF | 99.38% | 99.38% |
19/11/2024 | 0.53% | 66.25 % | 66.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 331,889 CHF | 333,639 CHF | 99.38% | 99.38% |
18/11/2024 | 0.52% | 67.10 % | 67.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 335,737 CHF | 337,487 CHF | 99.37% | 99.37% |
15/11/2024 | 0.53% | 66.60 % | 66.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 329,089 CHF | 330,831 CHF | 99.38% | 99.38% |
14/11/2024 | 0.53% | 65.60 % | 65.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 327,846 CHF | 329,592 CHF | 99.37% | 99.37% |
13/11/2024 | 0.52% | 65.55 % | 65.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 324,701 CHF | 326,388 CHF | 99.38% | 99.38% |
12/11/2024 | 0.47% | 64.60 % | 64.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 322,330 CHF | 323,835 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 65.10 % | 65.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 322,572 CHF | 324,111 CHF | 99.37% | 99.37% |
08/11/2024 | 0.47% | 64.15 % | 64.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 317,907 CHF | 319,407 CHF | 99.36% | 99.36% |
07/11/2024 | 0.47% | 63.00 % | 63.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 317,937 CHF | 319,437 CHF | 98.80% | 98.80% |