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% | 86.40 % | 86.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,896 CHF | 437,146 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 86.65 % | 87.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,756 CHF | 436,006 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 86.30 % | 86.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,013 CHF | 441,263 CHF | 98.90% | 98.90% |
15/11/2024 | 0.50% | 88.90 % | 89.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,594 CHF | 451,844 CHF | 99.35% | 99.35% |
14/11/2024 | 0.49% | 91.20 % | 91.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,764 CHF | 459,014 CHF | 99.37% | 99.37% |
13/11/2024 | 0.49% | 90.80 % | 91.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,740 CHF | 456,990 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 90.65 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,891 CHF | 456,141 CHF | 99.15% | 99.15% |
11/11/2024 | 0.49% | 91.15 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,912 CHF | 458,162 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 91.15 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,248 CHF | 458,498 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 91.45 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,317 CHF | 459,567 CHF | 98.56% | 98.56% |