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% | 87.25 % | 87.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,082 CHF | 443,332 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 87.85 % | 88.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,103 CHF | 440,353 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 88.25 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,712 CHF | 442,962 CHF | 99.38% | 99.38% |
15/11/2024 | 0.50% | 89.00 % | 89.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,880 CHF | 452,130 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 91.10 % | 91.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,799 CHF | 455,049 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 89.90 % | 90.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,956 CHF | 453,206 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 90.70 % | 91.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,651 CHF | 457,901 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 91.90 % | 92.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,257 CHF | 463,507 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 91.90 % | 92.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,488 CHF | 464,738 CHF | 99.35% | 99.35% |
07/11/2024 | 0.48% | 93.05 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,693 CHF | 466,943 CHF | 98.80% | 98.80% |