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% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,285 CHF | 483,785 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 95.85 % | 96.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,428 CHF | 480,928 CHF | 100.00% | 100.00% |
18/11/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,102 CHF | 483,602 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,123 CHF | 485,623 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,225 CHF | 487,725 CHF | 100.00% | 100.00% |
13/11/2024 | 0.52% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,325 CHF | 485,825 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,604 CHF | 489,104 CHF | 99.90% | 99.90% |
11/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,277 CHF | 493,777 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,685 CHF | 490,185 CHF | 98.67% | 98.67% |
07/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,767 CHF | 491,267 CHF | 99.91% | 99.91% |