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% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,413 CHF | 485,913 CHF | 99.37% | 99.37% |
19/11/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,543 CHF | 483,043 CHF | 100.00% | 100.00% |
18/11/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,569 CHF | 485,069 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,350 CHF | 488,850 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,166 CHF | 488,666 CHF | 99.10% | 99.10% |
13/11/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,924 CHF | 488,424 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,244 CHF | 493,744 CHF | 100.00% | 100.00% |
11/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,738 CHF | 495,238 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,013 CHF | 492,513 CHF | 100.00% | 100.00% |
07/11/2024 | 0.51% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,474 CHF | 495,974 CHF | 99.23% | 99.23% |