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 | 0.49% | 90.35 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,506 CHF | 455,756 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 91.10 % | 91.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,318 CHF | 455,568 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 91.80 % | 92.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,788 CHF | 462,038 CHF | 99.20% | 99.20% |
15/11/2024 | 0.49% | 92.15 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,960 CHF | 464,210 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 91.95 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,757 CHF | 460,007 CHF | 99.13% | 99.13% |
13/11/2024 | 0.49% | 91.65 % | 92.10 % | 500,000 | 500,000 | 500,000 | 499,996 | 459,357 CHF | 461,604 CHF | 99.17% | 99.17% |
12/11/2024 | 0.48% | 92.45 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,746 CHF | 466,996 CHF | 99.17% | 99.17% |
11/11/2024 | 0.52% | 95.10 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,509 CHF | 478,003 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 94.10 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,274 CHF | 475,639 CHF | 99.17% | 99.17% |
07/11/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,214 CHF | 483,714 CHF | 98.41% | 98.41% |