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 | 0.49% | 84.45 % | 84.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,634 CHF | 425,733 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 84.60 % | 85.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,337 CHF | 426,461 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 86.55 % | 87.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,014 CHF | 434,264 CHF | 98.95% | 98.95% |
15/11/2024 | 0.52% | 85.80 % | 86.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,578 CHF | 433,828 CHF | 99.35% | 99.35% |
14/11/2024 | 0.52% | 87.05 % | 87.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,267 CHF | 435,517 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 85.90 % | 86.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,448 CHF | 431,698 CHF | 65.04% | 65.04% |
12/11/2024 | 0.52% | 86.15 % | 86.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,383 CHF | 434,633 CHF | 99.07% | 99.07% |
11/11/2024 | 0.51% | 88.15 % | 88.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,635 CHF | 445,885 CHF | 99.38% | 99.38% |
08/11/2024 | 0.51% | 88.20 % | 88.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,881 CHF | 445,131 CHF | 99.38% | 99.38% |
07/11/2024 | 0.50% | 89.20 % | 89.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,923 CHF | 450,173 CHF | 98.56% | 98.56% |