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 | 0.54% | 91.10 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,965 CHF | 460,465 CHF | 100.00% | 100.00% |
19/11/2024 | 0.55% | 90.80 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,200 CHF | 458,700 CHF | 100.00% | 100.00% |
18/11/2024 | 0.54% | 92.15 % | 92.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,726 CHF | 461,226 CHF | 100.00% | 100.00% |
15/11/2024 | 0.54% | 90.90 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,694 CHF | 460,194 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 91.40 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,572 CHF | 456,072 CHF | 100.00% | 100.00% |
13/11/2024 | 0.55% | 90.80 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,923 CHF | 457,423 CHF | 100.00% | 100.00% |
12/11/2024 | 0.54% | 90.45 % | 90.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,685 CHF | 461,185 CHF | 99.77% | 99.77% |
11/11/2024 | 0.54% | 93.65 % | 94.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,125 CHF | 465,625 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 92.45 % | 92.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,351 CHF | 468,851 CHF | 99.55% | 99.55% |
07/11/2024 | 0.53% | 94.45 % | 94.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,297 CHF | 468,797 CHF | 99.91% | 99.91% |