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% | 89.95 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,796 CHF | 454,046 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 90.60 % | 91.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,882 CHF | 453,132 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 91.40 % | 91.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,503 CHF | 459,753 CHF | 99.20% | 99.20% |
15/11/2024 | 0.49% | 91.45 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,861 CHF | 461,111 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 91.30 % | 91.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,397 CHF | 456,647 CHF | 99.16% | 99.16% |
13/11/2024 | 0.49% | 91.30 % | 91.75 % | 500,000 | 500,000 | 500,000 | 499,988 | 458,635 CHF | 460,874 CHF | 99.17% | 99.17% |
12/11/2024 | 0.48% | 93.30 % | 93.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,530 CHF | 470,780 CHF | 99.17% | 99.17% |
11/11/2024 | 0.52% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,152 CHF | 482,652 CHF | 99.17% | 99.17% |
08/11/2024 | 0.52% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,938 CHF | 480,438 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,781 CHF | 487,281 CHF | 99.09% | 99.09% |