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% | 87.45 % | 87.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,885 CHF | 437,135 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 86.95 % | 87.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,126 CHF | 439,376 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 88.75 % | 89.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,231 CHF | 444,481 CHF | 99.21% | 99.21% |
15/11/2024 | 0.50% | 90.05 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,979 CHF | 449,229 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 88.55 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,025 CHF | 442,275 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 88.10 % | 88.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,777 CHF | 443,027 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 87.40 % | 87.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,025 CHF | 445,275 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 90.85 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,799 CHF | 455,049 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 89.95 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,569 CHF | 453,819 CHF | 99.17% | 99.17% |
07/11/2024 | 0.49% | 92.05 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,595 CHF | 463,845 CHF | 99.09% | 99.09% |