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% | 85.70 % | 86.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,582 CHF | 433,832 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 85.95 % | 86.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,230 CHF | 432,480 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 85.60 % | 86.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,244 CHF | 439,494 CHF | 98.87% | 98.87% |
15/11/2024 | 0.50% | 88.75 % | 89.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,595 CHF | 451,845 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 91.35 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,661 CHF | 459,911 CHF | 99.37% | 99.37% |
13/11/2024 | 0.49% | 90.95 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,349 CHF | 457,599 CHF | 65.05% | 65.05% |
12/11/2024 | 0.49% | 90.75 % | 91.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,461 CHF | 456,711 CHF | 99.14% | 99.14% |
11/11/2024 | 0.49% | 91.30 % | 91.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,648 CHF | 458,898 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 91.30 % | 91.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,011 CHF | 459,261 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 91.65 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,188 CHF | 460,438 CHF | 98.56% | 98.56% |