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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,573 CHF | 482,073 CHF | 99.17% | 99.17% |
20/11/2024 | 0.52% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,896 CHF | 478,388 CHF | 99.17% | 99.17% |
19/11/2024 | 0.48% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,377 CHF | 473,632 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 94.40 % | 94.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,856 CHF | 474,153 CHF | 99.20% | 99.20% |
15/11/2024 | 0.51% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,794 CHF | 482,271 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,127 CHF | 493,627 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,919 CHF | 492,419 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,226 CHF | 494,726 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,606 CHF | 494,106 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,143 CHF | 490,643 CHF | 99.17% | 99.17% |