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 | 0.52% | 85.90 % | 86.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,118 CHF | 434,368 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 87.00 % | 87.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,703 CHF | 436,953 CHF | 99.38% | 99.38% |
18/11/2024 | 0.51% | 87.50 % | 87.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,356 CHF | 438,606 CHF | 98.94% | 98.94% |
15/11/2024 | 0.51% | 87.70 % | 88.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,573 CHF | 441,823 CHF | 99.36% | 99.36% |
14/11/2024 | 0.51% | 88.50 % | 88.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,158 CHF | 445,408 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 88.80 % | 89.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,768 CHF | 440,018 CHF | 65.00% | 65.00% |
12/11/2024 | 0.50% | 88.10 % | 88.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,516 CHF | 448,766 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 90.10 % | 90.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,753 CHF | 449,003 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 88.90 % | 89.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,516 CHF | 448,766 CHF | 99.38% | 99.38% |
07/11/2024 | 0.50% | 90.40 % | 90.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,118 CHF | 455,368 CHF | 98.57% | 98.57% |