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% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,607 CHF | 495,107 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,318 CHF | 494,818 CHF | 99.38% | 99.38% |
18/11/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,730 CHF | 495,230 CHF | 99.37% | 99.37% |
15/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,468 CHF | 492,968 CHF | 99.38% | 99.38% |
14/11/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,917 CHF | 491,417 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,565 CHF | 490,065 CHF | 99.38% | 99.38% |
12/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,349 CHF | 491,849 CHF | 99.38% | 99.38% |
11/11/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,880 CHF | 492,380 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,849 CHF | 493,349 CHF | 99.35% | 99.35% |
07/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,424 CHF | 492,924 CHF | 98.77% | 98.77% |