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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.50% | 89.95 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,086 CHF | 447,336 CHF | 99.38% | 99.38% |
22/11/2024 | 0.51% | 88.40 % | 88.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,643 CHF | 441,893 CHF | 99.37% | 99.37% |
20/11/2024 | 0.52% | 84.90 % | 85.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,493 CHF | 431,734 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 85.05 % | 85.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,482 CHF | 430,713 CHF | 99.38% | 99.38% |
18/11/2024 | 0.52% | 86.70 % | 87.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,907 CHF | 431,157 CHF | 99.37% | 99.37% |
15/11/2024 | 0.52% | 86.05 % | 86.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,488 CHF | 435,738 CHF | 99.38% | 99.38% |
14/11/2024 | 0.52% | 87.35 % | 87.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,116 CHF | 437,366 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 84.10 % | 84.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,875 CHF | 424,951 CHF | 99.38% | 99.38% |
12/11/2024 | 0.52% | 84.35 % | 84.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,409 CHF | 428,640 CHF | 99.38% | 99.38% |
11/11/2024 | 0.52% | 86.55 % | 87.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,185 CHF | 436,435 CHF | 99.37% | 99.37% |