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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,931 CHF | 499,431 CHF | 98.80% | 98.80% |
22/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,707 CHF | 499,207 CHF | 99.30% | 99.30% |
20/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,391 CHF | 497,891 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,408 CHF | 497,908 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,318 CHF | 497,818 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,152 CHF | 496,652 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,634 CHF | 497,134 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,324 CHF | 496,824 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,261 CHF | 498,761 CHF | 99.15% | 99.15% |
11/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,759 CHF | 499,259 CHF | 99.38% | 99.38% |