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% | 64.65 % | 64.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 324,150 CHF | 325,754 CHF | 99.37% | 99.37% |
19/11/2024 | 0.49% | 64.80 % | 65.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 324,463 CHF | 326,052 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 68.15 % | 68.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 341,884 CHF | 343,634 CHF | 98.93% | 98.93% |
15/11/2024 | 0.50% | 68.95 % | 69.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 345,973 CHF | 347,723 CHF | 99.34% | 99.34% |
14/11/2024 | 0.49% | 70.95 % | 71.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 359,665 CHF | 361,415 CHF | 99.38% | 99.38% |
13/11/2024 | 0.47% | 73.00 % | 73.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 367,786 CHF | 369,536 CHF | 65.04% | 65.04% |
12/11/2024 | 0.52% | 74.95 % | 75.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 382,798 CHF | 384,798 CHF | 99.14% | 99.14% |
11/11/2024 | 0.51% | 77.55 % | 77.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,232 CHF | 383,186 CHF | 99.37% | 99.37% |
08/11/2024 | 0.48% | 74.25 % | 74.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 361,509 CHF | 363,259 CHF | 99.38% | 99.38% |
07/11/2024 | 0.50% | 69.90 % | 70.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 346,693 CHF | 348,443 CHF | 98.56% | 98.56% |