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% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,900 CHF | 490,400 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,141 CHF | 489,641 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,332 CHF | 493,832 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,931 CHF | 496,431 CHF | 99.35% | 99.35% |
14/11/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,716 CHF | 497,216 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,534 CHF | 495,034 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,299 CHF | 500,799 CHF | 99.14% | 99.14% |
11/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,357 CHF | 503,857 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,298 CHF | 500,798 CHF | 99.37% | 99.37% |
07/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,434 CHF | 498,934 CHF | 98.57% | 98.57% |