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% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,226 CHF | 495,726 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,094 CHF | 497,594 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,800 CHF | 498,300 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,748 CHF | 497,248 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,156 CHF | 496,656 CHF | 99.37% | 99.37% |
13/11/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,469 CHF | 493,969 CHF | 99.38% | 99.38% |
12/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,155 CHF | 493,655 CHF | 99.38% | 99.38% |
11/11/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,343 CHF | 494,843 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,929 CHF | 493,429 CHF | 99.35% | 99.35% |
07/11/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,641 CHF | 496,141 CHF | 98.77% | 98.77% |