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% | 91.55 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,179 CHF | 461,429 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 91.30 % | 91.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,081 CHF | 460,331 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 92.20 % | 92.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,161 CHF | 462,411 CHF | 99.38% | 99.38% |
15/11/2024 | 0.48% | 92.90 % | 93.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,714 CHF | 465,964 CHF | 98.95% | 98.95% |
14/11/2024 | 0.49% | 92.60 % | 93.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,675 CHF | 462,925 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 91.85 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,720 CHF | 462,970 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 92.20 % | 92.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,567 CHF | 463,817 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 92.85 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,570 CHF | 466,820 CHF | 99.37% | 99.37% |
08/11/2024 | 0.48% | 93.05 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,375 CHF | 465,625 CHF | 99.36% | 99.36% |
07/11/2024 | 0.48% | 92.75 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,252 CHF | 465,502 CHF | 98.80% | 98.80% |