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% | 88.90 % | 89.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,230 CHF | 446,480 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 88.80 % | 89.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,409 CHF | 444,659 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 87.65 % | 88.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,166 CHF | 439,416 CHF | 99.20% | 99.20% |
15/11/2024 | 0.51% | 87.05 % | 87.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,314 CHF | 438,564 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 88.75 % | 89.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,057 CHF | 444,307 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 88.05 % | 88.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,374 CHF | 443,624 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 89.70 % | 90.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,396 CHF | 452,646 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 91.15 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,340 CHF | 458,590 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 90.00 % | 90.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,233 CHF | 453,483 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 90.15 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,713 CHF | 454,963 CHF | 99.08% | 99.08% |