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% | 90.95 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,566 CHF | 459,816 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 91.15 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,778 CHF | 456,028 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 91.00 % | 91.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,167 CHF | 456,417 CHF | 99.20% | 99.20% |
15/11/2024 | 0.49% | 90.85 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,896 CHF | 459,146 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 92.35 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,518 CHF | 460,768 CHF | 99.13% | 99.13% |
13/11/2024 | 0.50% | 90.55 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,311 CHF | 454,561 CHF | 99.17% | 99.17% |
12/11/2024 | 0.49% | 90.80 % | 91.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,430 CHF | 458,680 CHF | 99.17% | 99.17% |
11/11/2024 | 0.48% | 92.65 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,576 CHF | 465,826 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 92.25 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,548 CHF | 464,798 CHF | 99.17% | 99.17% |
07/11/2024 | 0.48% | 93.45 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,837 CHF | 472,087 CHF | 99.06% | 99.06% |