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% | 93.75 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,918 CHF | 473,197 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,335 CHF | 472,593 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 94.50 % | 94.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,425 CHF | 475,769 CHF | 99.37% | 99.37% |
15/11/2024 | 0.48% | 94.10 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,937 CHF | 472,187 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 93.90 % | 94.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,535 CHF | 471,785 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 93.60 % | 94.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,395 CHF | 468,645 CHF | 99.38% | 99.38% |
12/11/2024 | 0.48% | 92.90 % | 93.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,533 CHF | 465,783 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 93.30 % | 93.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,599 CHF | 465,849 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 92.30 % | 92.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,687 CHF | 460,937 CHF | 99.35% | 99.35% |
07/11/2024 | 0.49% | 91.65 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,743 CHF | 464,993 CHF | 98.80% | 98.80% |