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 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,742 CHF | 491,242 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,680 CHF | 490,180 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,253 CHF | 487,753 CHF | 99.20% | 99.20% |
15/11/2024 | 0.51% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,368 CHF | 486,868 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,326 CHF | 489,826 CHF | 99.13% | 99.13% |
13/11/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,876 CHF | 489,376 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,906 CHF | 494,406 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,492 CHF | 496,992 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,608 CHF | 495,108 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,090 CHF | 495,590 CHF | 99.06% | 99.06% |