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 | 0.49% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,960 CHF | 476,295 CHF | 99.17% | 99.17% |
22/11/2024 | 0.48% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,938 CHF | 467,190 CHF | 99.17% | 99.17% |
20/11/2024 | 0.48% | 92.80 % | 93.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,203 CHF | 467,453 CHF | 99.17% | 99.17% |
19/11/2024 | 0.48% | 92.35 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,081 CHF | 465,331 CHF | 99.17% | 99.17% |
18/11/2024 | 0.48% | 93.40 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,573 CHF | 470,823 CHF | 98.75% | 98.75% |
15/11/2024 | 0.48% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,272 CHF | 471,527 CHF | 99.17% | 99.17% |
14/11/2024 | 0.52% | 94.55 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,669 CHF | 477,148 CHF | 99.16% | 99.16% |
13/11/2024 | 0.49% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,522 CHF | 475,832 CHF | 98.94% | 98.94% |
12/11/2024 | 0.52% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,786 CHF | 484,286 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,311 CHF | 488,811 CHF | 99.17% | 99.17% |