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% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,696 CHF | 487,196 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,309 CHF | 484,809 CHF | 99.38% | 99.38% |
18/11/2024 | 0.51% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,781 CHF | 487,281 CHF | 98.90% | 98.90% |
15/11/2024 | 0.51% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,020 CHF | 488,520 CHF | 99.34% | 99.34% |
14/11/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,586 CHF | 489,086 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,785 CHF | 487,285 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,044 CHF | 491,544 CHF | 99.14% | 99.14% |
11/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,066 CHF | 493,566 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,066 CHF | 489,566 CHF | 99.38% | 99.38% |
07/11/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,192 CHF | 490,692 CHF | 98.56% | 98.56% |