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 | 0.50% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,483 CHF | 496,983 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,919 CHF | 496,419 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,313 CHF | 493,813 CHF | 99.19% | 99.19% |
15/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,323 CHF | 493,823 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,083 CHF | 493,583 CHF | 99.13% | 99.13% |
13/11/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,345 CHF | 491,845 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,335 CHF | 493,835 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,818 CHF | 492,318 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,191 CHF | 488,691 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,707 CHF | 488,207 CHF | 99.06% | 99.06% |