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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,263 CHF | 491,763 CHF | 99.17% | 99.17% |
20/11/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,332 CHF | 488,832 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,498 CHF | 484,998 CHF | 99.17% | 99.17% |
18/11/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,910 CHF | 485,410 CHF | 99.19% | 99.19% |
15/11/2024 | 0.51% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,738 CHF | 492,238 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,583 CHF | 503,083 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,611 CHF | 502,111 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,894 CHF | 505,394 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,342 CHF | 504,842 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,591 CHF | 502,091 CHF | 99.17% | 99.17% |