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% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,134 CHF | 492,634 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,601 CHF | 489,101 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,620 CHF | 491,120 CHF | 99.37% | 99.37% |
15/11/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,680 CHF | 489,180 CHF | 99.38% | 99.38% |
14/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,307 CHF | 487,807 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,709 CHF | 487,209 CHF | 99.38% | 99.38% |
12/11/2024 | 0.51% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,036 CHF | 489,536 CHF | 99.38% | 99.38% |
11/11/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,489 CHF | 495,989 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,576 CHF | 495,076 CHF | 99.35% | 99.35% |
07/11/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,170 CHF | 493,670 CHF | 98.80% | 98.80% |