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% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,101 CHF | 495,601 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,623 CHF | 495,123 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,434 CHF | 496,934 CHF | 99.38% | 99.38% |
15/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,957 CHF | 494,457 CHF | 99.38% | 99.38% |
14/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,939 CHF | 493,439 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,941 CHF | 492,441 CHF | 99.38% | 99.38% |
12/11/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,424 CHF | 491,924 CHF | 99.38% | 99.38% |
11/11/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,435 CHF | 491,935 CHF | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,911 CHF | 488,411 CHF | 99.35% | 99.35% |
07/11/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,188 CHF | 492,688 CHF | 98.80% | 98.80% |