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% | 91.70 % | 92.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,566 CHF | 463,816 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 91.90 % | 92.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,115 CHF | 462,365 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 91.55 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,751 CHF | 467,001 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 93.90 % | 94.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,965 CHF | 475,287 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 95.45 % | 95.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,688 CHF | 480,188 CHF | 99.37% | 99.37% |
13/11/2024 | 0.52% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,158 CHF | 478,658 CHF | 65.05% | 65.05% |
12/11/2024 | 0.52% | 95.05 % | 95.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,656 CHF | 478,114 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 95.35 % | 95.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,940 CHF | 479,440 CHF | 99.37% | 99.37% |
08/11/2024 | 0.52% | 95.35 % | 95.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,015 CHF | 479,515 CHF | 99.37% | 99.37% |
07/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,801 CHF | 480,301 CHF | 98.57% | 98.57% |