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% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,534 CHF | 479,034 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 94.85 % | 95.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,412 CHF | 475,724 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 95.10 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,221 CHF | 477,675 CHF | 98.94% | 98.94% |
15/11/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,051 CHF | 484,551 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,812 CHF | 484,312 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,824 CHF | 490,324 CHF | 65.05% | 65.05% |
12/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,022 CHF | 494,522 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,588 CHF | 499,088 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,923 CHF | 501,423 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,679 CHF | 508,179 CHF | 98.56% | 98.56% |