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 | 0.52% | 94.75 % | 95.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,336 CHF | 477,813 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,316 CHF | 475,636 CHF | 99.17% | 99.17% |
18/11/2024 | 0.48% | 94.15 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,206 CHF | 472,456 CHF | 99.22% | 99.22% |
15/11/2024 | 0.48% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,323 CHF | 473,573 CHF | 99.17% | 99.17% |
14/11/2024 | 0.48% | 94.20 % | 94.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,110 CHF | 471,360 CHF | 99.16% | 99.16% |
13/11/2024 | 0.48% | 93.20 % | 93.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,728 CHF | 467,978 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 93.80 % | 94.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,392 CHF | 475,760 CHF | 99.17% | 99.17% |
11/11/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,511 CHF | 483,011 CHF | 99.17% | 99.17% |
08/11/2024 | 0.52% | 95.75 % | 96.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,004 CHF | 481,504 CHF | 99.17% | 99.17% |
07/11/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,571 CHF | 482,071 CHF | 99.08% | 99.08% |