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 | 0.50% | 69.15 % | 69.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 346,161 CHF | 347,911 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 68.65 % | 69.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 341,993 CHF | 343,743 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 68.95 % | 69.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 342,841 CHF | 344,591 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 68.50 % | 68.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 346,448 CHF | 348,198 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 70.15 % | 70.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 350,914 CHF | 352,664 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 70.35 % | 70.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 353,654 CHF | 355,404 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 70.95 % | 71.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 355,467 CHF | 357,217 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 72.10 % | 72.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 360,971 CHF | 362,721 CHF | 99.37% | 99.37% |
08/11/2024 | 0.48% | 71.70 % | 72.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 360,467 CHF | 362,217 CHF | 99.35% | 99.35% |
07/11/2024 | 0.48% | 72.60 % | 72.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 365,401 CHF | 367,151 CHF | 98.80% | 98.80% |