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% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,219 CHF | 489,719 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,357 CHF | 489,857 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,174 CHF | 490,674 CHF | 99.22% | 99.22% |
15/11/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,297 CHF | 494,797 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,848 CHF | 497,348 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,382 CHF | 497,882 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,390 CHF | 499,890 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,378 CHF | 500,878 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,746 CHF | 500,246 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,668 CHF | 500,168 CHF | 99.08% | 99.08% |