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% | 91.25 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,637 CHF | 459,887 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 91.30 % | 91.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,079 CHF | 460,329 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 93.25 % | 93.70 % | 500,000 | 500,000 | 500,000 | 499,994 | 465,472 CHF | 467,717 CHF | 98.95% | 98.95% |
15/11/2024 | 0.48% | 92.45 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,857 CHF | 467,107 CHF | 99.36% | 99.36% |
14/11/2024 | 0.48% | 93.65 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,781 CHF | 469,031 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 92.70 % | 93.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,592 CHF | 465,842 CHF | 65.04% | 65.04% |
12/11/2024 | 0.48% | 92.90 % | 93.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,155 CHF | 468,405 CHF | 99.16% | 99.16% |
11/11/2024 | 0.48% | 94.15 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,155 CHF | 474,405 CHF | 99.38% | 99.38% |
08/11/2024 | 0.48% | 94.20 % | 94.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,764 CHF | 474,014 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,059 CHF | 476,487 CHF | 98.56% | 98.56% |