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 | 0.49% | 91.85 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,585 CHF | 462,835 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 92.25 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,886 CHF | 465,136 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 93.60 % | 94.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,265 CHF | 470,515 CHF | 98.90% | 98.90% |
15/11/2024 | 0.51% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,913 CHF | 476,321 CHF | 99.34% | 99.34% |
14/11/2024 | 0.48% | 94.65 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,567 CHF | 472,817 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 93.30 % | 93.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,348 CHF | 470,598 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 93.95 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,214 CHF | 475,581 CHF | 99.14% | 99.14% |
11/11/2024 | 0.52% | 95.45 % | 95.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,416 CHF | 481,916 CHF | 99.37% | 99.37% |
08/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,620 CHF | 480,120 CHF | 99.38% | 99.38% |
07/11/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,624 CHF | 484,124 CHF | 98.56% | 98.56% |