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% | 91.45 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,746 CHF | 460,996 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 91.80 % | 92.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,039 CHF | 461,289 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 92.40 % | 92.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,844 CHF | 464,094 CHF | 99.19% | 99.19% |
15/11/2024 | 0.48% | 92.50 % | 92.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,746 CHF | 465,996 CHF | 99.17% | 99.17% |
14/11/2024 | 0.48% | 93.05 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,908 CHF | 466,158 CHF | 99.16% | 99.16% |
13/11/2024 | 0.49% | 92.40 % | 92.85 % | 500,000 | 500,000 | 500,000 | 499,972 | 462,264 CHF | 464,489 CHF | 99.17% | 99.17% |
12/11/2024 | 0.48% | 92.95 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,523 CHF | 468,773 CHF | 99.17% | 99.17% |
11/11/2024 | 0.48% | 94.35 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,270 CHF | 472,520 CHF | 99.17% | 99.17% |
08/11/2024 | 0.48% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,799 CHF | 472,049 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,657 CHF | 476,009 CHF | 99.08% | 99.08% |