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 | 0.49% | 94.15 % | 94.60 % | 500,000 | 500,000 | 499,885 | 500,000 | 473,673 CHF | 476,121 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,821 CHF | 478,321 CHF | 99.38% | 99.38% |
18/11/2024 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,737 CHF | 482,237 CHF | 99.37% | 99.37% |
15/11/2024 | 0.52% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,366 CHF | 478,866 CHF | 99.38% | 99.38% |
14/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,004 CHF | 478,491 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 94.75 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,329 CHF | 474,579 CHF | 99.38% | 99.38% |
12/11/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,008 CHF | 478,508 CHF | 99.38% | 99.38% |
11/11/2024 | 0.52% | 95.75 % | 96.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,492 CHF | 478,980 CHF | 99.37% | 99.37% |
08/11/2024 | 0.48% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,784 CHF | 473,040 CHF | 99.35% | 99.35% |
07/11/2024 | 0.52% | 95.10 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,855 CHF | 479,355 CHF | 98.77% | 98.77% |