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 | 0.32% | 97.90 % | 98.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,000 CHF | 491,549 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 97.70 % | 98.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,953 CHF | 490,503 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,709 CHF | 492,259 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,087 CHF | 493,635 CHF | 99.04% | 99.04% |
14/11/2024 | 0.32% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,175 CHF | 490,725 CHF | 99.10% | 99.10% |
13/11/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,929 CHF | 491,479 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 98.00 % | 98.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,202 CHF | 491,752 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,004 CHF | 493,554 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,294 CHF | 491,844 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,888 CHF | 493,437 CHF | 100.00% | 100.00% |