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% | 93.75 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,581 CHF | 473,832 CHF | 99.17% | 99.17% |
19/11/2024 | 0.48% | 93.95 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,003 CHF | 471,253 CHF | 99.17% | 99.17% |
18/11/2024 | 0.48% | 94.55 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,245 CHF | 474,535 CHF | 99.20% | 99.20% |
15/11/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,088 CHF | 478,588 CHF | 99.17% | 99.17% |
14/11/2024 | 0.52% | 95.75 % | 96.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,954 CHF | 482,454 CHF | 99.13% | 99.13% |
13/11/2024 | 0.52% | 95.85 % | 96.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,152 CHF | 481,652 CHF | 99.17% | 99.17% |
12/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,040 CHF | 484,540 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,070 CHF | 487,570 CHF | 99.17% | 99.17% |
08/11/2024 | 0.52% | 96.35 % | 96.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,371 CHF | 483,871 CHF | 99.17% | 99.17% |
07/11/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,396 CHF | 483,896 CHF | 99.06% | 99.06% |