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 | 0.52% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,557 CHF | 479,035 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,413 CHF | 477,904 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,108 CHF | 481,587 CHF | 98.93% | 98.93% |
15/11/2024 | 0.51% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,939 CHF | 488,439 CHF | 99.35% | 99.35% |
14/11/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,011 CHF | 492,511 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,653 CHF | 491,153 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,332 CHF | 490,832 CHF | 99.14% | 99.14% |
11/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,404 CHF | 491,904 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,530 CHF | 492,030 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,237 CHF | 492,737 CHF | 98.56% | 98.56% |