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% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,487 CHF | 483,987 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,983 CHF | 481,483 CHF | 99.38% | 99.38% |
18/11/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,339 CHF | 482,839 CHF | 98.94% | 98.94% |
15/11/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,929 CHF | 484,429 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,555 CHF | 483,055 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 499,949 | 478,191 CHF | 480,642 CHF | 65.05% | 65.05% |
12/11/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,241 CHF | 484,741 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,914 CHF | 484,414 CHF | 99.38% | 99.38% |
08/11/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,518 CHF | 484,018 CHF | 99.37% | 99.37% |
07/11/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,848 CHF | 484,348 CHF | 98.57% | 98.57% |