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 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,886 CHF | 493,386 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,211 CHF | 492,711 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,355 CHF | 494,855 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,034 CHF | 496,534 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,056 CHF | 499,556 CHF | 99.37% | 99.37% |
13/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,153 CHF | 500,653 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,025 CHF | 500,525 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,911 CHF | 501,411 CHF | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,983 CHF | 500,483 CHF | 99.38% | 99.38% |
07/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,771 CHF | 501,271 CHF | 98.57% | 98.57% |