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 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,435 CHF | 499,935 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,818 CHF | 496,318 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,656 CHF | 498,156 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,490 CHF | 498,990 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,058 CHF | 497,558 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,535 CHF | 494,035 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,775 CHF | 496,275 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,387 CHF | 496,887 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,449 CHF | 495,949 CHF | 99.38% | 99.38% |
07/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,713 CHF | 497,213 CHF | 98.56% | 98.56% |