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 | 0.48% | 93.75 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,029 CHF | 470,279 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 93.20 % | 93.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,684 CHF | 466,934 CHF | 99.38% | 99.38% |
18/11/2024 | 0.48% | 93.25 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,974 CHF | 468,224 CHF | 98.93% | 98.93% |
15/11/2024 | 0.48% | 92.55 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,387 CHF | 469,637 CHF | 99.35% | 99.35% |
14/11/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,042 CHF | 472,292 CHF | 99.37% | 99.37% |
13/11/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,164 CHF | 474,414 CHF | 65.04% | 65.04% |
12/11/2024 | 0.52% | 94.75 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,504 CHF | 479,002 CHF | 99.15% | 99.15% |
11/11/2024 | 0.52% | 95.05 % | 95.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,306 CHF | 477,806 CHF | 99.37% | 99.37% |
08/11/2024 | 0.53% | 95.10 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,626 CHF | 477,126 CHF | 99.37% | 99.37% |
07/11/2024 | 0.48% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,254 CHF | 473,504 CHF | 98.56% | 98.56% |