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 | 0.49% | 91.05 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,839 CHF | 456,089 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 90.35 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,735 CHF | 452,985 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 90.65 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,722 CHF | 454,972 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 91.10 % | 91.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,693 CHF | 461,943 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 92.10 % | 92.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,502 CHF | 461,752 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 92.90 % | 93.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,784 CHF | 468,034 CHF | 65.05% | 65.05% |
12/11/2024 | 0.48% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,240 CHF | 472,490 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 94.65 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,039 CHF | 477,478 CHF | 99.37% | 99.37% |
08/11/2024 | 0.52% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,372 CHF | 479,872 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,759 CHF | 487,259 CHF | 98.56% | 98.56% |