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 | 470,240 CHF | 472,490 CHF | 99.37% | 99.37% |
19/11/2024 | 0.48% | 93.90 % | 94.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,013 CHF | 474,270 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 94.85 % | 95.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,556 CHF | 471,842 CHF | 98.94% | 98.94% |
15/11/2024 | 0.48% | 93.35 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,165 CHF | 471,415 CHF | 99.36% | 99.36% |
14/11/2024 | 0.48% | 94.75 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,428 CHF | 473,682 CHF | 99.37% | 99.37% |
13/11/2024 | 0.48% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,564 CHF | 469,836 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 95.20 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,249 CHF | 488,748 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,268 CHF | 493,768 CHF | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,715 CHF | 490,215 CHF | 99.38% | 99.38% |
07/11/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,258 CHF | 491,758 CHF | 98.57% | 98.57% |