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% | 94.50 % | 94.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,757 CHF | 478,241 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,501 CHF | 474,778 CHF | 99.38% | 99.38% |
18/11/2024 | 0.48% | 94.65 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,875 CHF | 475,158 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,702 CHF | 475,044 CHF | 99.36% | 99.36% |
14/11/2024 | 0.48% | 94.25 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,223 CHF | 472,473 CHF | 99.37% | 99.37% |
13/11/2024 | 0.48% | 93.25 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,019 CHF | 469,269 CHF | 65.05% | 65.05% |
12/11/2024 | 0.52% | 94.50 % | 94.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,696 CHF | 477,157 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,856 CHF | 482,356 CHF | 99.37% | 99.37% |
08/11/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,641 CHF | 481,141 CHF | 99.37% | 99.37% |
07/11/2024 | 0.52% | 96.35 % | 96.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,228 CHF | 483,728 CHF | 98.56% | 98.56% |