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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.50% | 79.75 % | 80.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,487 CHF | 403,487 CHF | 98.80% | 98.80% |
22/11/2024 | 0.49% | 81.00 % | 81.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 406,008 CHF | 408,008 CHF | 99.26% | 99.26% |
20/11/2024 | 0.49% | 81.20 % | 81.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,570 CHF | 409,570 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 81.85 % | 82.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,362 CHF | 410,362 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 83.10 % | 83.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,705 CHF | 418,705 CHF | 98.94% | 98.94% |
15/11/2024 | 0.48% | 83.25 % | 83.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,297 CHF | 423,316 CHF | 99.36% | 99.36% |
14/11/2024 | 0.48% | 85.05 % | 85.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,651 CHF | 422,657 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 83.55 % | 83.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,315 CHF | 417,315 CHF | 65.04% | 65.04% |
12/11/2024 | 0.48% | 82.90 % | 83.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,064 CHF | 417,064 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 84.55 % | 84.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,327 CHF | 425,442 CHF | 99.38% | 99.38% |