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% | 94.60 % | 95.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,959 CHF | 478,429 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,296 CHF | 476,699 CHF | 99.38% | 99.38% |
18/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,440 CHF | 480,940 CHF | 99.38% | 99.38% |
15/11/2024 | 0.49% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,290 CHF | 475,625 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 94.30 % | 94.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,974 CHF | 473,246 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 499,979 | 468,216 CHF | 470,446 CHF | 99.38% | 99.38% |
12/11/2024 | 0.48% | 93.55 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,888 CHF | 468,138 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 93.80 % | 94.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,678 CHF | 468,928 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 92.70 % | 93.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,783 CHF | 463,033 CHF | 99.36% | 99.36% |
07/11/2024 | 0.48% | 92.50 % | 92.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,858 CHF | 472,108 CHF | 98.80% | 98.80% |