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% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,848 CHF | 481,348 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,404 CHF | 476,810 CHF | 99.17% | 99.17% |
18/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,930 CHF | 480,430 CHF | 99.20% | 99.20% |
15/11/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,425 CHF | 484,925 CHF | 99.17% | 99.17% |
14/11/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,661 CHF | 486,161 CHF | 99.16% | 99.16% |
13/11/2024 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,323 CHF | 482,823 CHF | 99.17% | 99.17% |
12/11/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,937 CHF | 486,437 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,666 CHF | 489,166 CHF | 99.17% | 99.17% |
08/11/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,895 CHF | 485,395 CHF | 99.17% | 99.17% |
07/11/2024 | 0.52% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,035 CHF | 486,535 CHF | 99.09% | 99.09% |