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% | 94.65 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,955 CHF | 477,455 CHF | 100.00% | 100.00% |
19/11/2024 | 0.53% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,023 CHF | 476,523 CHF | 100.00% | 100.00% |
18/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,501 CHF | 481,001 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 95.45 % | 95.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,148 CHF | 481,648 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,609 CHF | 482,109 CHF | 100.00% | 100.00% |
13/11/2024 | 0.52% | 95.45 % | 95.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,531 CHF | 480,031 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,350 CHF | 482,850 CHF | 99.92% | 99.92% |
11/11/2024 | 0.52% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,312 CHF | 484,812 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,518 CHF | 487,018 CHF | 99.16% | 99.16% |
07/11/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,390 CHF | 486,890 CHF | 99.90% | 99.90% |