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 | 0.48% | 93.40 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,843 CHF | 472,093 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 93.60 % | 94.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,029 CHF | 470,279 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 94.40 % | 94.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,494 CHF | 473,749 CHF | 98.94% | 98.94% |
15/11/2024 | 0.52% | 94.75 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,122 CHF | 477,615 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 95.40 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,758 CHF | 478,258 CHF | 99.37% | 99.37% |
13/11/2024 | 0.52% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 499,954 | 475,848 CHF | 478,304 CHF | 65.05% | 65.05% |
12/11/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,824 CHF | 484,324 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,731 CHF | 487,231 CHF | 99.38% | 99.38% |
08/11/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 499,934 | 481,524 CHF | 483,960 CHF | 99.38% | 99.38% |
07/11/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 499,966 | 484,603 CHF | 487,069 CHF | 98.56% | 98.56% |