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% | 93.70 % | 94.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,205 CHF | 471,455 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,995 CHF | 470,245 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 93.95 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,791 CHF | 471,041 CHF | 98.94% | 98.94% |
15/11/2024 | 0.48% | 94.20 % | 94.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,964 CHF | 474,214 CHF | 99.34% | 99.34% |
14/11/2024 | 0.51% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,254 CHF | 476,676 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 94.60 % | 95.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,653 CHF | 474,915 CHF | 65.04% | 65.04% |
12/11/2024 | 0.52% | 95.05 % | 95.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,279 CHF | 478,779 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,322 CHF | 480,822 CHF | 99.37% | 99.37% |
08/11/2024 | 0.52% | 95.45 % | 95.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,539 CHF | 480,039 CHF | 99.37% | 99.37% |
07/11/2024 | 0.52% | 95.35 % | 95.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,075 CHF | 481,575 CHF | 98.56% | 98.56% |