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% | 87.00 % | 87.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,979 CHF | 436,229 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 84.25 % | 84.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,468 CHF | 422,476 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 83.75 % | 84.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,592 CHF | 421,609 CHF | 99.37% | 99.37% |
15/11/2024 | 0.51% | 83.45 % | 83.85 % | 500,000 | 500,000 | 500,000 | 499,989 | 427,669 CHF | 429,846 CHF | 99.38% | 99.38% |
14/11/2024 | 0.51% | 87.35 % | 87.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,575 CHF | 441,825 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 90.45 % | 90.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,691 CHF | 450,941 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 91.60 % | 92.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,628 CHF | 459,878 CHF | 99.38% | 99.38% |
11/11/2024 | 0.51% | 87.15 % | 87.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,519 CHF | 438,769 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 84.35 % | 84.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,140 CHF | 429,298 CHF | 99.36% | 99.36% |
07/11/2024 | 0.51% | 87.45 % | 87.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,693 CHF | 442,943 CHF | 98.79% | 98.79% |