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% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,441 CHF | 482,941 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,929 CHF | 485,429 CHF | 99.17% | 99.17% |
18/11/2024 | 0.52% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,279 CHF | 483,779 CHF | 99.20% | 99.20% |
15/11/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,356 CHF | 479,856 CHF | 99.17% | 99.17% |
14/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,634 CHF | 481,134 CHF | 99.16% | 99.16% |
13/11/2024 | 0.48% | 93.50 % | 93.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,619 CHF | 471,869 CHF | 99.17% | 99.17% |
12/11/2024 | 0.48% | 94.20 % | 94.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,150 CHF | 474,428 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,962 CHF | 488,462 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,087 CHF | 492,587 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,474 CHF | 490,974 CHF | 99.08% | 99.08% |