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% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,124 CHF | 489,624 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,348 CHF | 487,848 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,749 CHF | 488,249 CHF | 99.19% | 99.19% |
15/11/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,228 CHF | 488,728 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,124 CHF | 489,624 CHF | 99.13% | 99.13% |
13/11/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,868 CHF | 487,368 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,496 CHF | 488,996 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,172 CHF | 491,672 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,106 CHF | 491,606 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,107 CHF | 494,607 CHF | 99.06% | 99.06% |