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 | 0.48% | 82.00 % | 82.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,419 CHF | 413,419 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 82.15 % | 82.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,119 CHF | 414,119 CHF | 99.38% | 99.38% |
18/11/2024 | 0.48% | 84.05 % | 84.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,659 CHF | 421,659 CHF | 98.95% | 98.95% |
15/11/2024 | 0.48% | 83.35 % | 83.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,248 CHF | 421,248 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 84.60 % | 85.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,825 CHF | 422,881 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 83.45 % | 83.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,271 CHF | 419,271 CHF | 65.04% | 65.04% |
12/11/2024 | 0.47% | 83.70 % | 84.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,083 CHF | 422,083 CHF | 99.16% | 99.16% |
11/11/2024 | 0.53% | 84.95 % | 85.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,297 CHF | 428,547 CHF | 99.38% | 99.38% |
08/11/2024 | 0.53% | 84.95 % | 85.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,884 CHF | 428,134 CHF | 99.37% | 99.37% |
07/11/2024 | 0.52% | 85.55 % | 86.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,926 CHF | 431,176 CHF | 98.56% | 98.56% |