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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.32% | 95.80 % | 96.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,880 CHF | 481,430 CHF | 99.90% | 99.90% |
20/11/2024 | 0.32% | 95.40 % | 95.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,854 CHF | 478,403 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 94.90 % | 95.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,009 CHF | 474,559 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 94.60 % | 94.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,784 CHF | 474,334 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 94.50 % | 94.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,118 CHF | 481,666 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,288 CHF | 491,838 CHF | 99.10% | 99.10% |
13/11/2024 | 0.32% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,922 CHF | 490,472 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,230 CHF | 492,780 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 98.00 % | 98.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,725 CHF | 492,275 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,727 CHF | 489,277 CHF | 100.00% | 100.00% |