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 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,951 CHF | 488,451 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,602 CHF | 486,102 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 96.45 % | 96.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,142 CHF | 484,642 CHF | 99.37% | 99.37% |
15/11/2024 | 0.51% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,036 CHF | 487,536 CHF | 99.38% | 99.38% |
14/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,690 CHF | 492,190 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,784 CHF | 496,284 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 499,945 | 496,089 CHF | 498,534 CHF | 99.38% | 99.38% |
11/11/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,480 CHF | 491,980 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,156 CHF | 489,656 CHF | 99.36% | 99.36% |
07/11/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,994 CHF | 492,494 CHF | 98.80% | 98.80% |