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% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,245 CHF | 488,745 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,891 CHF | 487,391 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,306 CHF | 488,806 CHF | 98.93% | 98.93% |
15/11/2024 | 0.51% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,157 CHF | 487,657 CHF | 99.35% | 99.35% |
14/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,209 CHF | 496,709 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,913 CHF | 495,413 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,451 CHF | 495,951 CHF | 99.14% | 99.14% |
11/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,283 CHF | 497,783 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,917 CHF | 496,417 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,438 CHF | 493,938 CHF | 98.57% | 98.57% |