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% | 89.75 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,541 CHF | 452,791 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 89.85 % | 90.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,138 CHF | 453,388 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 92.15 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,603 CHF | 461,853 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 91.20 % | 91.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,934 CHF | 461,184 CHF | 99.34% | 99.34% |
14/11/2024 | 0.49% | 92.60 % | 93.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,033 CHF | 463,283 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 91.40 % | 91.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,139 CHF | 459,389 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 91.70 % | 92.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,280 CHF | 462,530 CHF | 99.16% | 99.16% |
11/11/2024 | 0.48% | 93.10 % | 93.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,214 CHF | 469,464 CHF | 99.37% | 99.37% |
08/11/2024 | 0.48% | 93.15 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,683 CHF | 468,933 CHF | 99.38% | 99.38% |
07/11/2024 | 0.48% | 93.70 % | 94.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,445 CHF | 471,695 CHF | 98.56% | 98.56% |