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 | 0.52% | 96.35 % | 96.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,177 CHF | 484,677 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,949 CHF | 485,449 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,165 CHF | 483,665 CHF | 98.94% | 98.94% |
15/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,793 CHF | 483,293 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,294 CHF | 484,794 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,676 CHF | 482,176 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,079 CHF | 493,579 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,961 CHF | 496,461 CHF | 99.38% | 99.38% |
08/11/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,013 CHF | 494,513 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,904 CHF | 495,404 CHF | 98.56% | 98.56% |