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 | 0.32% | 96.50 % | 96.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,357 CHF | 481,907 CHF | 99.90% | 99.90% |
20/11/2024 | 0.32% | 95.80 % | 96.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,661 CHF | 481,210 CHF | 99.37% | 99.37% |
19/11/2024 | 0.32% | 95.10 % | 95.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,237 CHF | 481,787 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 96.80 % | 97.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,722 CHF | 485,272 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 96.30 % | 96.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,850 CHF | 483,399 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 96.80 % | 97.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,811 CHF | 484,361 CHF | 99.10% | 99.10% |
13/11/2024 | 0.32% | 96.60 % | 96.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,473 CHF | 485,023 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 96.80 % | 97.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,420 CHF | 486,970 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 97.30 % | 97.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,789 CHF | 488,339 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 97.00 % | 97.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,145 CHF | 486,695 CHF | 100.00% | 100.00% |