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% | 66.65 % | 67.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 333,722 CHF | 335,472 CHF | 98.83% | 98.83% |
19/11/2024 | 0.52% | 66.45 % | 66.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 334,437 CHF | 336,187 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 67.95 % | 68.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 338,938 CHF | 340,688 CHF | 99.20% | 99.20% |
15/11/2024 | 0.50% | 68.90 % | 69.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 346,700 CHF | 348,450 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 70.20 % | 70.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 350,040 CHF | 351,790 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 69.55 % | 69.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 349,355 CHF | 351,105 CHF | 98.96% | 98.96% |
12/11/2024 | 0.49% | 70.05 % | 70.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 355,301 CHF | 357,051 CHF | 99.17% | 99.17% |
11/11/2024 | 0.48% | 73.35 % | 73.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 366,967 CHF | 368,717 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 72.30 % | 72.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 358,391 CHF | 360,141 CHF | 99.17% | 99.17% |
07/11/2024 | 0.48% | 72.20 % | 72.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 361,525 CHF | 363,275 CHF | 98.69% | 98.69% |