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% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,217 CHF | 493,717 CHF | 99.37% | 99.37% |
19/11/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,525 CHF | 492,025 CHF | 99.38% | 99.38% |
18/11/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,968 CHF | 492,468 CHF | 98.94% | 98.94% |
15/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,654 CHF | 492,154 CHF | 99.36% | 99.36% |
14/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,366 CHF | 489,866 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,488 CHF | 487,988 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,444 CHF | 489,944 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,146 CHF | 493,646 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,522 CHF | 487,022 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,842 CHF | 491,342 CHF | 98.56% | 98.56% |