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% | 96.45 % | 96.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,767 CHF | 485,267 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 96.35 % | 96.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,868 CHF | 486,368 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,708 CHF | 484,208 CHF | 98.94% | 98.94% |
15/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,159 CHF | 483,659 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,204 CHF | 485,704 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,806 CHF | 482,306 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,306 CHF | 497,806 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,298 CHF | 501,798 CHF | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,538 CHF | 499,038 CHF | 99.38% | 99.38% |
07/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,932 CHF | 500,432 CHF | 98.57% | 98.57% |