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% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,937 CHF | 492,437 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,121 CHF | 492,621 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,400 CHF | 493,900 CHF | 99.22% | 99.22% |
15/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,137 CHF | 494,637 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,007 CHF | 494,507 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,255 CHF | 493,755 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,976 CHF | 494,476 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,469 CHF | 495,969 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,148 CHF | 495,648 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,711 CHF | 497,211 CHF | 99.08% | 99.08% |