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% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,180 CHF | 486,680 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,830 CHF | 485,330 CHF | 99.17% | 99.17% |
18/11/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,796 CHF | 482,296 CHF | 99.22% | 99.22% |
15/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,882 CHF | 481,382 CHF | 99.17% | 99.17% |
14/11/2024 | 0.52% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,575 CHF | 485,075 CHF | 99.16% | 99.16% |
13/11/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 499,970 | 481,997 CHF | 484,468 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,055 CHF | 490,555 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,358 CHF | 493,858 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,012 CHF | 491,512 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,605 CHF | 492,105 CHF | 99.08% | 99.08% |