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 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,755 CHF | 494,255 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,697 CHF | 495,197 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,317 CHF | 494,817 CHF | 99.19% | 99.19% |
15/11/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,923 CHF | 492,423 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,549 CHF | 493,049 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,922 CHF | 488,422 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,586 CHF | 490,086 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,752 CHF | 498,252 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,330 CHF | 500,830 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,480 CHF | 499,980 CHF | 98.43% | 98.43% |