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% | 86.65 % | 87.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,799 CHF | 439,049 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 86.95 % | 87.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,403 CHF | 434,653 CHF | 99.17% | 99.17% |
18/11/2024 | 0.52% | 86.80 % | 87.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,618 CHF | 434,868 CHF | 99.21% | 99.21% |
15/11/2024 | 0.51% | 86.70 % | 87.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,357 CHF | 438,607 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 88.45 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,198 CHF | 440,448 CHF | 99.16% | 99.16% |
13/11/2024 | 0.52% | 86.25 % | 86.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,734 CHF | 432,984 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 86.65 % | 87.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,845 CHF | 438,095 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 88.85 % | 89.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,958 CHF | 447,208 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 88.40 % | 88.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,414 CHF | 445,664 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 89.85 % | 90.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,977 CHF | 454,227 CHF | 98.43% | 98.43% |