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% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,629 CHF | 496,129 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,772 CHF | 494,272 CHF | 99.38% | 99.38% |
18/11/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,279 CHF | 494,779 CHF | 99.38% | 99.38% |
15/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,915 CHF | 495,415 CHF | 99.38% | 99.38% |
14/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,465 CHF | 494,965 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,649 CHF | 495,149 CHF | 99.38% | 99.38% |
12/11/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,773 CHF | 496,273 CHF | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,105 CHF | 497,605 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,280 CHF | 496,780 CHF | 99.35% | 99.35% |
07/11/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,657 CHF | 496,157 CHF | 98.80% | 98.80% |