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% | 88.25 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,124 CHF | 445,374 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 88.40 % | 88.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,791 CHF | 446,041 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 90.80 % | 91.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,964 CHF | 455,214 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 89.80 % | 90.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,293 CHF | 454,543 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 91.35 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,512 CHF | 456,762 CHF | 99.37% | 99.37% |
13/11/2024 | 0.50% | 90.05 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,217 CHF | 452,467 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 90.30 % | 90.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,629 CHF | 455,879 CHF | 99.16% | 99.16% |
11/11/2024 | 0.49% | 91.85 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,176 CHF | 463,426 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 91.90 % | 92.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,613 CHF | 462,863 CHF | 99.37% | 99.37% |
07/11/2024 | 0.48% | 92.50 % | 92.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,675 CHF | 465,925 CHF | 98.56% | 98.56% |