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 | 0.48% | 93.30 % | 93.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,056 CHF | 467,306 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 92.25 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,397 CHF | 461,647 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 93.05 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,847 CHF | 466,097 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 93.45 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,943 CHF | 474,275 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 94.65 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,170 CHF | 473,466 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 95.35 % | 95.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,012 CHF | 480,512 CHF | 65.05% | 65.05% |
12/11/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,274 CHF | 484,774 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,846 CHF | 489,346 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,913 CHF | 491,413 CHF | 99.37% | 99.37% |
07/11/2024 | 0.50% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 499,939 | 494,310 CHF | 496,750 CHF | 98.56% | 98.56% |