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% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,493 CHF | 492,993 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,974 CHF | 490,474 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,153 CHF | 493,653 CHF | 99.20% | 99.20% |
15/11/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,373 CHF | 493,873 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,101 CHF | 491,601 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,240 CHF | 489,740 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,247 CHF | 489,747 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,377 CHF | 496,877 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,434 CHF | 492,934 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,084 CHF | 492,584 CHF | 99.08% | 99.08% |