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% | 75.90 % | 76.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 380,710 CHF | 382,710 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 76.00 % | 76.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,381 CHF | 383,381 CHF | 99.38% | 99.38% |
18/11/2024 | 0.51% | 77.85 % | 78.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,542 CHF | 390,542 CHF | 98.94% | 98.94% |
15/11/2024 | 0.51% | 77.15 % | 77.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,131 CHF | 390,131 CHF | 99.36% | 99.36% |
14/11/2024 | 0.51% | 78.30 % | 78.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,600 CHF | 391,600 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 77.20 % | 77.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 386,069 CHF | 388,069 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 77.45 % | 77.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,728 CHF | 390,728 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 78.60 % | 79.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 394,722 CHF | 396,722 CHF | 99.38% | 99.38% |
08/11/2024 | 0.51% | 78.65 % | 79.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 394,314 CHF | 396,314 CHF | 99.37% | 99.37% |
07/11/2024 | 0.50% | 79.20 % | 79.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,222 CHF | 399,222 CHF | 98.56% | 98.56% |