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 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,133 CHF | 503,133 CHF | 97.95% | 97.95% |
19/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,368 CHF | 498,368 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,881 CHF | 500,881 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,946 CHF | 500,946 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,237 CHF | 501,237 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,410 CHF | 501,410 CHF | 100.00% | 100.00% |
12/11/2024 | 1.07% | 99.10 % | 99.90 % | 500,000 | 500,000 | 335,747 | 335,747 | 332,703 CHF | 336,045 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,011 CHF | 502,011 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,881 CHF | 500,881 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,896 CHF | 500,896 CHF | 99.76% | 99.76% |