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 | 0.33% | 95.00 % | 95.31 % | 500,000 | 500,000 | 486,857 | 486,724 | 462,645 CHF | 464,025 CHF | 99.15% | 99.15% |
19/11/2024 | 0.33% | 95.00 % | 95.31 % | 500,000 | 500,000 | 486,933 | 486,933 | 463,528 CHF | 465,037 CHF | 99.72% | 99.72% |
18/11/2024 | 0.33% | 95.30 % | 95.61 % | 500,000 | 500,000 | 486,974 | 486,974 | 463,715 CHF | 465,225 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 95.10 % | 95.60 % | 500,000 | 500,000 | 486,970 | 486,970 | 463,112 CHF | 465,547 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 94.80 % | 95.11 % | 500,000 | 500,000 | 486,852 | 486,852 | 460,704 CHF | 462,214 CHF | 99.10% | 99.10% |
13/11/2024 | 0.33% | 95.00 % | 95.31 % | 500,000 | 500,000 | 486,971 | 486,971 | 463,561 CHF | 465,071 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 95.20 % | 95.51 % | 500,000 | 500,000 | 485,259 | 485,259 | 463,490 CHF | 465,002 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 96.80 % | 97.11 % | 500,000 | 500,000 | 486,970 | 486,970 | 472,699 CHF | 474,208 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 97.30 % | 97.61 % | 500,000 | 500,000 | 486,973 | 486,973 | 477,367 CHF | 478,877 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.10 % | 99.41 % | 500,000 | 500,000 | 486,875 | 486,875 | 481,777 CHF | 483,286 CHF | 99.27% | 99.27% |