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% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,102 CHF | 490,602 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,192 CHF | 491,692 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,653 CHF | 491,153 CHF | 99.19% | 99.19% |
15/11/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,788 CHF | 489,288 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,464 CHF | 489,964 CHF | 99.13% | 99.13% |
13/11/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,574 CHF | 486,074 CHF | 99.17% | 99.17% |
12/11/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,110 CHF | 486,610 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,191 CHF | 494,691 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,652 CHF | 497,152 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,071 CHF | 496,571 CHF | 99.06% | 99.06% |