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% | 92.70 % | 93.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,063 CHF | 470,313 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 93.50 % | 93.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,800 CHF | 475,143 CHF | 99.38% | 99.38% |
18/11/2024 | 0.48% | 94.10 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,189 CHF | 472,439 CHF | 99.38% | 99.38% |
15/11/2024 | 0.48% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,630 CHF | 470,880 CHF | 98.97% | 98.97% |
14/11/2024 | 0.48% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,310 CHF | 469,560 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 91.75 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,369 CHF | 460,619 CHF | 99.38% | 99.38% |
12/11/2024 | 0.48% | 93.30 % | 93.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,697 CHF | 474,985 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,792 CHF | 473,042 CHF | 99.37% | 99.37% |
08/11/2024 | 0.48% | 93.60 % | 94.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,091 CHF | 468,341 CHF | 99.36% | 99.36% |
07/11/2024 | 0.49% | 92.65 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,236 CHF | 463,486 CHF | 98.77% | 98.77% |