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 | 0.48% | 92.85 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,090 CHF | 469,340 CHF | 99.37% | 99.37% |
19/11/2024 | 0.48% | 93.05 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,746 CHF | 467,996 CHF | 99.38% | 99.38% |
18/11/2024 | 0.48% | 92.65 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,087 CHF | 472,357 CHF | 98.94% | 98.94% |
15/11/2024 | 0.52% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,857 CHF | 480,357 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,411 CHF | 484,911 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,024 CHF | 483,524 CHF | 65.04% | 65.04% |
12/11/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,327 CHF | 482,827 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,547 CHF | 484,047 CHF | 99.37% | 99.37% |
08/11/2024 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,604 CHF | 484,104 CHF | 99.37% | 99.37% |
07/11/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,392 CHF | 484,892 CHF | 98.56% | 98.56% |