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% | 94.50 % | 94.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,396 CHF | 478,857 CHF | 99.38% | 99.38% |
19/11/2024 | 0.52% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,073 CHF | 477,563 CHF | 99.37% | 99.37% |
18/11/2024 | 0.52% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,753 CHF | 480,253 CHF | 99.38% | 99.38% |
15/11/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,528 CHF | 484,028 CHF | 99.38% | 99.38% |
14/11/2024 | 0.51% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,432 CHF | 478,891 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 94.20 % | 94.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,353 CHF | 471,603 CHF | 99.38% | 99.38% |
12/11/2024 | 0.51% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,712 CHF | 476,117 CHF | 99.38% | 99.38% |
11/11/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,666 CHF | 483,166 CHF | 99.37% | 99.37% |
08/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,965 CHF | 481,465 CHF | 99.35% | 99.35% |
07/11/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,542 CHF | 486,042 CHF | 98.77% | 98.77% |