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 | 0.52% | 67.05 % | 67.40 % | 500,000 | 500,000 | 499,885 | 500,000 | 336,626 CHF | 338,454 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 67.70 % | 68.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 336,317 CHF | 338,067 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 68.50 % | 68.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 342,732 CHF | 344,482 CHF | 99.21% | 99.21% |
15/11/2024 | 0.51% | 68.70 % | 69.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 344,784 CHF | 346,534 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 68.40 % | 68.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 339,823 CHF | 341,573 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 68.15 % | 68.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 341,288 CHF | 343,038 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 68.70 % | 69.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 345,925 CHF | 347,675 CHF | 99.17% | 99.17% |
11/11/2024 | 0.48% | 71.90 % | 72.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 360,430 CHF | 362,180 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 71.30 % | 71.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 358,861 CHF | 360,611 CHF | 99.17% | 99.17% |
07/11/2024 | 0.47% | 73.45 % | 73.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 368,095 CHF | 369,845 CHF | 98.43% | 98.43% |