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% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,763 CHF | 494,263 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,500 CHF | 493,000 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,087 CHF | 490,587 CHF | 99.19% | 99.19% |
15/11/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,944 CHF | 489,444 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,150 CHF | 492,650 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,638 CHF | 492,138 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,019 CHF | 497,519 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,286 CHF | 499,786 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,326 CHF | 497,826 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,791 CHF | 498,291 CHF | 99.08% | 99.08% |