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 | 0.50% | 89.00 % | 89.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,573 CHF | 450,823 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 89.25 % | 89.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,529 CHF | 448,779 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 90.30 % | 90.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,917 CHF | 453,167 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 90.80 % | 91.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,012 CHF | 458,262 CHF | 99.35% | 99.35% |
14/11/2024 | 0.49% | 91.80 % | 92.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,995 CHF | 459,245 CHF | 99.37% | 99.37% |
13/11/2024 | 0.49% | 91.40 % | 91.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,050 CHF | 459,300 CHF | 65.04% | 65.04% |
12/11/2024 | 0.48% | 92.05 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,488 CHF | 467,738 CHF | 99.16% | 99.16% |
11/11/2024 | 0.48% | 93.95 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,958 CHF | 472,208 CHF | 99.38% | 99.38% |
08/11/2024 | 0.48% | 92.65 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,030 CHF | 467,280 CHF | 99.37% | 99.37% |
07/11/2024 | 0.48% | 94.40 % | 94.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,786 CHF | 472,036 CHF | 98.56% | 98.56% |