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% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,514 CHF | 487,014 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,702 CHF | 488,202 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,053 CHF | 487,553 CHF | 99.19% | 99.19% |
15/11/2024 | 0.52% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,191 CHF | 485,691 CHF | 99.17% | 99.17% |
14/11/2024 | 0.52% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,873 CHF | 486,373 CHF | 99.13% | 99.13% |
13/11/2024 | 0.52% | 95.75 % | 96.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,649 CHF | 482,149 CHF | 99.17% | 99.17% |
12/11/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,104 CHF | 482,604 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,023 CHF | 491,523 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,741 CHF | 494,241 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,048 CHF | 493,548 CHF | 99.06% | 99.06% |