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% | 95.20 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,621 CHF | 482,121 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 95.40 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,796 CHF | 481,296 CHF | 100.00% | 100.00% |
18/11/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,582 CHF | 481,082 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,516 CHF | 483,016 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,294 CHF | 485,794 CHF | 99.10% | 99.10% |
13/11/2024 | 0.53% | 94.70 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,797 CHF | 477,297 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,270 CHF | 478,770 CHF | 100.00% | 100.00% |
11/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,450 CHF | 482,950 CHF | 100.00% | 100.00% |
08/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,850 CHF | 482,350 CHF | 100.00% | 100.00% |
07/11/2024 | 0.51% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,376 CHF | 487,876 CHF | 99.23% | 99.23% |