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 | 0.48% | 93.05 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,789 CHF | 469,039 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 93.15 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,257 CHF | 469,510 CHF | 99.38% | 99.38% |
18/11/2024 | 0.52% | 95.10 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,546 CHF | 477,031 CHF | 98.95% | 98.95% |
15/11/2024 | 0.51% | 94.25 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,935 CHF | 476,339 CHF | 99.36% | 99.36% |
14/11/2024 | 0.51% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,897 CHF | 478,319 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 94.55 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,695 CHF | 474,965 CHF | 65.04% | 65.04% |
12/11/2024 | 0.52% | 94.75 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,296 CHF | 477,794 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,183 CHF | 483,683 CHF | 99.38% | 99.38% |
08/11/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,745 CHF | 483,245 CHF | 99.38% | 99.38% |
07/11/2024 | 0.52% | 96.45 % | 96.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,979 CHF | 485,479 CHF | 98.56% | 98.56% |