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 | 0.51% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,033 CHF | 487,533 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,518 CHF | 485,018 CHF | 99.17% | 99.17% |
18/11/2024 | 0.52% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,048 CHF | 485,548 CHF | 99.21% | 99.21% |
15/11/2024 | 0.51% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,391 CHF | 486,891 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,334 CHF | 487,834 CHF | 99.16% | 99.16% |
13/11/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,741 CHF | 484,241 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,268 CHF | 486,768 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,033 CHF | 490,533 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,988 CHF | 490,488 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,608 CHF | 494,108 CHF | 98.43% | 98.43% |