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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.48% | 94.55 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,337 CHF | 474,587 CHF | 99.17% | 99.17% |
22/11/2024 | 0.48% | 93.90 % | 94.35 % | 500,000 | 500,000 | 500,000 | 499,881 | 469,822 CHF | 471,960 CHF | 99.17% | 99.17% |
20/11/2024 | 0.51% | 94.35 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,184 CHF | 476,612 CHF | 99.17% | 99.17% |
19/11/2024 | 0.48% | 94.40 % | 94.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,175 CHF | 473,425 CHF | 99.17% | 99.17% |
18/11/2024 | 0.48% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,323 CHF | 475,601 CHF | 99.19% | 99.19% |
15/11/2024 | 0.49% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,498 CHF | 474,804 CHF | 99.17% | 99.17% |
14/11/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,404 CHF | 477,904 CHF | 99.13% | 99.13% |
13/11/2024 | 0.52% | 94.75 % | 95.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,965 CHF | 477,429 CHF | 99.17% | 99.17% |
12/11/2024 | 0.52% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,547 CHF | 484,047 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,848 CHF | 487,348 CHF | 99.17% | 99.17% |