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 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,790 CHF | 485,339 CHF | 99.37% | 99.37% |
19/11/2024 | 0.32% | 96.00 % | 96.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,929 CHF | 480,479 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 95.90 % | 96.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,981 CHF | 482,531 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 96.20 % | 96.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,349 CHF | 483,898 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 97.10 % | 97.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,479 CHF | 487,029 CHF | 99.10% | 99.10% |
13/11/2024 | 0.32% | 96.80 % | 97.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,515 CHF | 485,065 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 97.00 % | 97.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,028 CHF | 487,578 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 97.70 % | 98.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,077 CHF | 490,627 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 97.90 % | 98.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,952 CHF | 491,502 CHF | 99.80% | 99.80% |
07/11/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,074 CHF | 491,574 CHF | 99.76% | 99.76% |