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% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,628 CHF | 496,128 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,470 CHF | 494,970 CHF | 99.38% | 99.38% |
18/11/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,775 CHF | 496,275 CHF | 98.94% | 98.94% |
15/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,766 CHF | 496,266 CHF | 99.36% | 99.36% |
14/11/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,662 CHF | 496,162 CHF | 99.37% | 99.37% |
13/11/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,876 CHF | 495,376 CHF | 65.05% | 65.05% |
12/11/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,539 CHF | 497,039 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,028 CHF | 497,528 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,859 CHF | 496,359 CHF | 99.37% | 99.37% |
07/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,224 CHF | 496,724 CHF | 98.56% | 98.56% |