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% | 96.42 % | 96.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,118 CHF | 485,618 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 96.69 % | 97.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,547 CHF | 485,047 CHF | 89.38% | 89.38% |
18/11/2024 | 0.52% | 96.87 % | 97.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,231 CHF | 485,731 CHF | 99.67% | 99.67% |
15/11/2024 | 0.51% | 96.81 % | 97.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,719 CHF | 487,219 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.18 % | 97.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,765 CHF | 488,265 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 96.91 % | 97.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,016 CHF | 487,516 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 97.38 % | 97.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,433 CHF | 490,933 CHF | 98.74% | 98.74% |
11/11/2024 | 0.51% | 97.96 % | 98.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,170 CHF | 492,670 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 97.58 % | 98.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,273 CHF | 491,773 CHF | 99.83% | 99.83% |
07/11/2024 | 0.51% | 98.16 % | 98.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,109 CHF | 494,609 CHF | 100.00% | 100.00% |