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% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,431 CHF | 489,931 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,594 CHF | 490,094 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,013 CHF | 491,513 CHF | 99.22% | 99.22% |
15/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,777 CHF | 492,277 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 499,994 | 489,655 CHF | 492,149 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 499,998 | 488,879 CHF | 491,377 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,692 CHF | 492,192 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,404 CHF | 493,904 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,023 CHF | 493,523 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,771 CHF | 495,271 CHF | 99.08% | 99.08% |