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% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,275 CHF | 477,771 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 93.65 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,835 CHF | 471,091 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,297 CHF | 475,654 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 95.10 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,744 CHF | 476,120 CHF | 99.35% | 99.35% |
14/11/2024 | 0.48% | 94.30 % | 94.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,521 CHF | 472,771 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 92.60 % | 93.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,883 CHF | 465,133 CHF | 65.04% | 65.04% |
12/11/2024 | 0.48% | 92.70 % | 93.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,694 CHF | 470,944 CHF | 99.15% | 99.15% |
11/11/2024 | 0.48% | 94.35 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,727 CHF | 472,977 CHF | 99.37% | 99.37% |
08/11/2024 | 0.48% | 93.60 % | 94.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,174 CHF | 470,424 CHF | 99.37% | 99.37% |
07/11/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,532 CHF | 472,782 CHF | 98.56% | 98.56% |