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% | 87.00 % | 87.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,889 CHF | 442,139 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 87.35 % | 87.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,957 CHF | 439,207 CHF | 99.38% | 99.38% |
18/11/2024 | 0.51% | 88.70 % | 89.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,945 CHF | 445,195 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 89.40 % | 89.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,358 CHF | 451,608 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 90.60 % | 91.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,535 CHF | 452,785 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 90.00 % | 90.45 % | 500,000 | 500,000 | 500,000 | 499,919 | 450,368 CHF | 452,544 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 90.85 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,042 CHF | 463,292 CHF | 99.16% | 99.16% |
11/11/2024 | 0.48% | 93.20 % | 93.65 % | 500,000 | 500,000 | 500,000 | 499,996 | 466,469 CHF | 468,715 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 91.65 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,460 CHF | 462,710 CHF | 99.37% | 99.37% |
07/11/2024 | 0.48% | 93.80 % | 94.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,128 CHF | 468,378 CHF | 98.57% | 98.57% |