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% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,593 CHF | 489,093 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,776 CHF | 488,276 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,326 CHF | 488,826 CHF | 98.94% | 98.94% |
15/11/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,295 CHF | 490,795 CHF | 99.35% | 99.35% |
14/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,956 CHF | 492,456 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,073 CHF | 491,573 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,484 CHF | 493,984 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,774 CHF | 495,274 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,242 CHF | 494,742 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,155 CHF | 495,655 CHF | 98.56% | 98.56% |