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% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,813 CHF | 495,313 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,511 CHF | 498,011 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,697 CHF | 500,197 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,075 CHF | 500,575 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,766 CHF | 505,266 CHF | 99.37% | 99.37% |
13/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,710 CHF | 507,210 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,568 CHF | 508,068 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,761 CHF | 508,261 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,270 CHF | 506,770 CHF | 99.36% | 99.36% |
07/11/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,231 CHF | 506,731 CHF | 98.79% | 98.79% |