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 | 0.48% | 93.90 % | 94.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,513 CHF | 471,763 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 92.70 % | 93.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,922 CHF | 463,172 CHF | 99.38% | 99.38% |
18/11/2024 | 0.48% | 93.15 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,061 CHF | 468,311 CHF | 99.38% | 99.38% |
15/11/2024 | 0.48% | 93.15 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,110 CHF | 469,360 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,019 CHF | 474,281 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 94.60 % | 95.05 % | 500,000 | 500,000 | 500,000 | 499,990 | 472,652 CHF | 474,916 CHF | 99.38% | 99.38% |
12/11/2024 | 0.52% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,789 CHF | 479,289 CHF | 99.38% | 99.38% |
11/11/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,244 CHF | 483,744 CHF | 99.37% | 99.37% |
08/11/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,901 CHF | 484,401 CHF | 99.25% | 99.25% |
07/11/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 499,998 | 483,468 CHF | 485,966 CHF | 98.80% | 98.80% |