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% | 94.75 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,563 CHF | 477,016 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,475 CHF | 476,868 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,940 CHF | 478,440 CHF | 99.37% | 99.37% |
15/11/2024 | 0.52% | 95.85 % | 96.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,566 CHF | 481,066 CHF | 99.38% | 99.38% |
14/11/2024 | 0.52% | 95.45 % | 95.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,220 CHF | 478,720 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,745 CHF | 479,245 CHF | 99.38% | 99.38% |
12/11/2024 | 0.52% | 95.35 % | 95.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,005 CHF | 479,505 CHF | 99.38% | 99.38% |
11/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,421 CHF | 480,921 CHF | 99.37% | 99.37% |
08/11/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,554 CHF | 480,054 CHF | 99.36% | 99.36% |
07/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,472 CHF | 479,972 CHF | 98.80% | 98.80% |