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% | 85.35 % | 85.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,098 CHF | 430,348 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 85.75 % | 86.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,375 CHF | 432,625 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 87.05 % | 87.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,773 CHF | 438,023 CHF | 98.94% | 98.94% |
15/11/2024 | 0.51% | 88.50 % | 88.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,821 CHF | 444,071 CHF | 99.35% | 99.35% |
14/11/2024 | 0.51% | 88.25 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,324 CHF | 440,574 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 86.85 % | 87.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,091 CHF | 438,341 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 87.55 % | 88.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,059 CHF | 444,309 CHF | 98.86% | 98.86% |
11/11/2024 | 0.50% | 89.55 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,688 CHF | 452,938 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 89.65 % | 90.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,140 CHF | 450,390 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 90.45 % | 90.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,248 CHF | 456,498 CHF | 98.57% | 98.57% |