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% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,183 CHF | 480,683 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,108 CHF | 479,608 CHF | 100.00% | 100.00% |
18/11/2024 | 0.53% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,876 CHF | 477,376 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 94.65 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,773 CHF | 480,273 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,440 CHF | 485,940 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,868 CHF | 490,368 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,429 CHF | 494,929 CHF | 99.43% | 99.43% |
11/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,882 CHF | 498,382 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,063 CHF | 502,563 CHF | 98.01% | 98.01% |
07/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,815 CHF | 499,315 CHF | 99.91% | 99.91% |