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% | 95.45 % | 95.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,015 CHF | 481,515 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,170 CHF | 480,670 CHF | 99.38% | 99.38% |
18/11/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,046 CHF | 483,546 CHF | 98.95% | 98.95% |
15/11/2024 | 0.52% | 96.45 % | 96.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,476 CHF | 485,976 CHF | 99.36% | 99.36% |
14/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,931 CHF | 490,431 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,648 CHF | 492,148 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,687 CHF | 492,187 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,470 CHF | 493,970 CHF | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,816 CHF | 492,316 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,249 CHF | 493,749 CHF | 98.56% | 98.56% |