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% | 86.30 % | 86.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,363 CHF | 435,613 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 87.30 % | 87.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,237 CHF | 437,487 CHF | 99.17% | 99.17% |
18/11/2024 | 0.52% | 87.30 % | 87.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,370 CHF | 437,620 CHF | 99.20% | 99.20% |
15/11/2024 | 0.52% | 86.65 % | 87.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,434 CHF | 435,684 CHF | 99.17% | 99.17% |
14/11/2024 | 0.52% | 87.65 % | 88.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,212 CHF | 435,462 CHF | 99.13% | 99.13% |
13/11/2024 | 0.52% | 85.40 % | 85.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,020 CHF | 427,216 CHF | 99.17% | 99.17% |
12/11/2024 | 0.53% | 84.85 % | 85.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,194 CHF | 429,444 CHF | 99.17% | 99.17% |
11/11/2024 | 0.52% | 86.05 % | 86.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,582 CHF | 434,832 CHF | 99.17% | 99.17% |
08/11/2024 | 0.52% | 86.45 % | 86.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,084 CHF | 436,334 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 87.25 % | 87.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,548 CHF | 440,798 CHF | 99.06% | 99.06% |