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% | 91.55 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,566 CHF | 464,816 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 92.50 % | 92.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,993 CHF | 463,243 CHF | 99.38% | 99.38% |
18/11/2024 | 0.48% | 92.60 % | 93.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,007 CHF | 466,257 CHF | 99.38% | 99.38% |
15/11/2024 | 0.48% | 93.40 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,632 CHF | 470,882 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 93.30 % | 93.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,823 CHF | 465,073 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 91.30 % | 91.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,630 CHF | 456,880 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 91.00 % | 91.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,742 CHF | 461,992 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 93.25 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,335 CHF | 468,585 CHF | 99.38% | 99.38% |
08/11/2024 | 0.48% | 92.60 % | 93.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,452 CHF | 466,702 CHF | 99.35% | 99.35% |
07/11/2024 | 0.48% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,739 CHF | 471,989 CHF | 98.77% | 98.77% |