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% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,831 CHF | 492,331 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,747 CHF | 490,247 CHF | 99.38% | 99.38% |
18/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,953 CHF | 492,453 CHF | 98.94% | 98.94% |
15/11/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,888 CHF | 493,388 CHF | 99.37% | 99.37% |
14/11/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,059 CHF | 493,559 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,616 CHF | 492,116 CHF | 65.05% | 65.05% |
12/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,590 CHF | 495,090 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,941 CHF | 496,441 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,317 CHF | 493,817 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,092 CHF | 494,592 CHF | 98.56% | 98.56% |