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 | 0.51% | 69.40 % | 69.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 344,193 CHF | 345,943 CHF | 99.38% | 99.38% |
22/11/2024 | 0.52% | 67.70 % | 68.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 330,310 CHF | 332,040 CHF | 96.13% | 96.13% |
20/11/2024 | 0.50% | 68.40 % | 68.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 346,714 CHF | 348,464 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 69.35 % | 69.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 344,581 CHF | 346,331 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 69.20 % | 69.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 348,407 CHF | 350,157 CHF | 99.38% | 99.38% |
15/11/2024 | 0.49% | 70.45 % | 70.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 353,827 CHF | 355,577 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 70.30 % | 70.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 347,555 CHF | 349,305 CHF | 99.37% | 99.37% |
13/11/2024 | 0.51% | 68.25 % | 68.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 339,229 CHF | 340,979 CHF | 99.38% | 99.38% |
12/11/2024 | 0.51% | 67.90 % | 68.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 344,310 CHF | 346,060 CHF | 99.38% | 99.38% |
11/11/2024 | 0.50% | 70.35 % | 70.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 351,613 CHF | 353,363 CHF | 99.37% | 99.37% |