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 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,535 CHF | 493,035 CHF | 99.37% | 99.37% |
19/11/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,109 CHF | 490,609 CHF | 99.37% | 99.37% |
18/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,509 CHF | 491,009 CHF | 98.94% | 98.94% |
15/11/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,362 CHF | 490,862 CHF | 99.36% | 99.36% |
14/11/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,537 CHF | 489,037 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,298 CHF | 486,798 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,180 CHF | 492,680 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,092 CHF | 496,592 CHF | 99.37% | 99.37% |
08/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,277 CHF | 495,777 CHF | 99.37% | 99.37% |
07/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,305 CHF | 497,805 CHF | 98.56% | 98.56% |