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% | 89.30 % | 89.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,945 CHF | 444,195 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 88.10 % | 88.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,622 CHF | 444,872 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 89.50 % | 89.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,626 CHF | 447,876 CHF | 99.20% | 99.20% |
15/11/2024 | 0.49% | 90.70 % | 91.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,108 CHF | 462,358 CHF | 99.17% | 99.17% |
14/11/2024 | 0.48% | 93.90 % | 94.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,680 CHF | 472,930 CHF | 99.16% | 99.16% |
13/11/2024 | 0.48% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,804 CHF | 475,070 CHF | 99.17% | 99.17% |
12/11/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,716 CHF | 484,216 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,269 CHF | 488,769 CHF | 99.17% | 99.17% |
08/11/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,139 CHF | 485,639 CHF | 99.17% | 99.17% |
07/11/2024 | 0.52% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,646 CHF | 485,146 CHF | 99.08% | 99.08% |