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% | 95.20 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,359 CHF | 481,859 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,193 CHF | 479,692 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 96.35 % | 96.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,225 CHF | 483,725 CHF | 99.37% | 99.37% |
15/11/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,937 CHF | 478,437 CHF | 99.37% | 99.37% |
14/11/2024 | 0.49% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,560 CHF | 475,904 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 94.55 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,396 CHF | 472,650 CHF | 99.38% | 99.38% |
12/11/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,048 CHF | 470,298 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 94.25 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,122 CHF | 471,372 CHF | 99.38% | 99.38% |
08/11/2024 | 0.48% | 93.15 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,227 CHF | 465,477 CHF | 99.35% | 99.35% |
07/11/2024 | 0.51% | 93.10 % | 93.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,900 CHF | 475,296 CHF | 98.80% | 98.80% |