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% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,063 CHF | 481,563 CHF | 99.37% | 99.37% |
19/11/2024 | 0.52% | 95.45 % | 95.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,895 CHF | 480,395 CHF | 99.38% | 99.38% |
18/11/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,252 CHF | 484,752 CHF | 98.94% | 98.94% |
15/11/2024 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,669 CHF | 487,169 CHF | 99.36% | 99.36% |
14/11/2024 | 0.51% | 96.95 % | 97.45 % | 500,000 | 500,000 | 499,979 | 500,000 | 485,279 CHF | 487,799 CHF | 99.38% | 99.38% |
13/11/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,054 CHF | 485,554 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,797 CHF | 491,297 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,649 CHF | 494,149 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,394 CHF | 490,894 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,943 CHF | 489,443 CHF | 98.57% | 98.57% |