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% | 95.30 % | 95.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,931 CHF | 479,480 CHF | 99.37% | 99.37% |
19/11/2024 | 0.32% | 95.40 % | 95.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,571 CHF | 478,121 CHF | 99.81% | 99.81% |
18/11/2024 | 0.32% | 95.50 % | 95.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,370 CHF | 477,920 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 95.70 % | 96.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,190 CHF | 481,738 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 96.00 % | 96.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,463 CHF | 482,013 CHF | 99.10% | 99.10% |
13/11/2024 | 0.32% | 96.10 % | 96.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,930 CHF | 483,480 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 96.60 % | 96.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,569 CHF | 486,119 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 97.30 % | 97.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,518 CHF | 490,068 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 96.80 % | 97.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,587 CHF | 488,137 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 97.60 % | 97.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,669 CHF | 490,219 CHF | 99.23% | 99.23% |