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% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,197 CHF | 496,697 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,247 CHF | 493,747 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,574 CHF | 496,074 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,220 CHF | 496,720 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,568 CHF | 498,068 CHF | 99.37% | 99.37% |
13/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,800 CHF | 498,300 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,033 CHF | 499,533 CHF | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,549 CHF | 501,049 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,976 CHF | 501,476 CHF | 99.36% | 99.36% |
07/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,762 CHF | 501,262 CHF | 98.80% | 98.80% |