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 | 0.50% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,640 CHF | 475,993 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 94.50 % | 94.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,930 CHF | 476,292 CHF | 99.38% | 99.38% |
18/11/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,690 CHF | 482,190 CHF | 98.94% | 98.94% |
15/11/2024 | 0.52% | 95.35 % | 95.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,060 CHF | 481,560 CHF | 99.36% | 99.36% |
14/11/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,931 CHF | 483,431 CHF | 99.37% | 99.37% |
13/11/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,431 CHF | 480,931 CHF | 65.04% | 65.04% |
12/11/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,636 CHF | 483,136 CHF | 99.16% | 99.16% |
11/11/2024 | 0.51% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,016 CHF | 487,516 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,676 CHF | 487,176 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,056 CHF | 488,556 CHF | 98.56% | 98.56% |