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 | 0.32% | 96.60 % | 96.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,595 CHF | 487,144 CHF | 99.37% | 99.37% |
19/11/2024 | 0.32% | 95.50 % | 95.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,233 CHF | 480,783 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 96.00 % | 96.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,717 CHF | 484,267 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 97.00 % | 97.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,161 CHF | 484,710 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 96.40 % | 96.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,852 CHF | 482,402 CHF | 99.10% | 99.10% |
13/11/2024 | 0.33% | 94.90 % | 95.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,735 CHF | 475,285 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,253 CHF | 480,753 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 96.20 % | 96.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,852 CHF | 481,402 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 95.70 % | 96.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,238 CHF | 479,788 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 96.00 % | 96.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,634 CHF | 482,184 CHF | 99.23% | 99.23% |