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 | 0.49% | 93.75 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,333 CHF | 474,661 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,941 CHF | 472,225 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,245 CHF | 476,674 CHF | 98.94% | 98.94% |
15/11/2024 | 0.52% | 95.35 % | 95.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,296 CHF | 480,796 CHF | 99.34% | 99.34% |
14/11/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,016 CHF | 481,516 CHF | 99.37% | 99.37% |
13/11/2024 | 0.52% | 95.75 % | 96.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,717 CHF | 481,217 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,569 CHF | 488,069 CHF | 99.15% | 99.15% |
11/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,936 CHF | 491,436 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,379 CHF | 487,879 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,704 CHF | 491,204 CHF | 98.56% | 98.56% |