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 | 0.47% | 84.00 % | 84.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,380 CHF | 423,380 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 84.10 % | 84.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,034 CHF | 424,069 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 86.00 % | 86.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,262 CHF | 431,512 CHF | 98.94% | 98.94% |
15/11/2024 | 0.52% | 85.25 % | 85.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,855 CHF | 431,105 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 86.50 % | 86.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,439 CHF | 432,689 CHF | 99.37% | 99.37% |
13/11/2024 | 0.53% | 85.40 % | 85.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,918 CHF | 429,168 CHF | 65.05% | 65.05% |
12/11/2024 | 0.52% | 85.60 % | 86.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,662 CHF | 431,912 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 86.85 % | 87.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,858 CHF | 438,108 CHF | 99.38% | 99.38% |
08/11/2024 | 0.52% | 86.90 % | 87.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,492 CHF | 437,742 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 87.45 % | 87.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,371 CHF | 440,621 CHF | 98.56% | 98.56% |