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% | 86.80 % | 87.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,877 CHF | 438,127 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 86.95 % | 87.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,609 CHF | 438,859 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 89.40 % | 89.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,079 CHF | 448,329 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 88.40 % | 88.85 % | 500,000 | 500,000 | 500,000 | 499,966 | 445,426 CHF | 447,646 CHF | 99.34% | 99.34% |
14/11/2024 | 0.50% | 90.00 % | 90.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,653 CHF | 449,903 CHF | 99.37% | 99.37% |
13/11/2024 | 0.51% | 88.60 % | 89.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,097 CHF | 445,347 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 88.90 % | 89.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,643 CHF | 448,893 CHF | 99.16% | 99.16% |
11/11/2024 | 0.49% | 90.50 % | 90.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,577 CHF | 456,827 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 90.55 % | 91.00 % | 500,000 | 500,000 | 500,000 | 499,939 | 454,005 CHF | 456,199 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 91.20 % | 91.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,324 CHF | 459,574 CHF | 98.56% | 98.56% |