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% | 92.85 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,483 CHF | 467,733 CHF | 99.17% | 99.17% |
19/11/2024 | 0.48% | 93.10 % | 93.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,865 CHF | 467,115 CHF | 99.17% | 99.17% |
18/11/2024 | 0.48% | 93.35 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,585 CHF | 467,835 CHF | 99.20% | 99.20% |
15/11/2024 | 0.48% | 93.60 % | 94.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,685 CHF | 470,935 CHF | 99.17% | 99.17% |
14/11/2024 | 0.48% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,178 CHF | 472,428 CHF | 99.13% | 99.13% |
13/11/2024 | 0.48% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,870 CHF | 473,120 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,860 CHF | 477,306 CHF | 99.17% | 99.17% |
11/11/2024 | 0.52% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,184 CHF | 479,684 CHF | 99.17% | 99.17% |
08/11/2024 | 0.52% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,673 CHF | 479,173 CHF | 99.17% | 99.17% |
07/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,066 CHF | 482,566 CHF | 99.06% | 99.06% |