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% | 89.50 % | 89.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,062 CHF | 446,312 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 88.60 % | 89.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,641 CHF | 446,891 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 89.70 % | 90.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,964 CHF | 449,214 CHF | 99.21% | 99.21% |
15/11/2024 | 0.49% | 90.65 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,549 CHF | 460,799 CHF | 99.17% | 99.17% |
14/11/2024 | 0.48% | 93.35 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,721 CHF | 469,971 CHF | 99.16% | 99.16% |
13/11/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,742 CHF | 471,992 CHF | 99.17% | 99.17% |
12/11/2024 | 0.52% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,722 CHF | 481,222 CHF | 99.17% | 99.17% |
11/11/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,153 CHF | 484,653 CHF | 99.17% | 99.17% |
08/11/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,577 CHF | 482,077 CHF | 99.17% | 99.17% |
07/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,004 CHF | 481,504 CHF | 99.09% | 99.09% |