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% | 88.00 % | 88.45 % | 500,000 | 500,000 | 499,872 | 500,000 | 440,273 CHF | 442,635 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 86.70 % | 87.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,444 CHF | 436,694 CHF | 99.38% | 99.38% |
18/11/2024 | 0.51% | 88.30 % | 88.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,797 CHF | 446,047 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 90.40 % | 90.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,050 CHF | 454,300 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 90.95 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,537 CHF | 457,787 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 90.60 % | 91.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,626 CHF | 450,876 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 89.60 % | 90.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,008 CHF | 454,258 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 91.10 % | 91.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,989 CHF | 459,239 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 91.25 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,312 CHF | 456,562 CHF | 99.35% | 99.35% |
07/11/2024 | 0.49% | 91.75 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,847 CHF | 462,097 CHF | 98.80% | 98.80% |