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 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,607 CHF | 505,607 CHF | 98.58% | 98.58% |
19/11/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,899 CHF | 504,899 CHF | 100.00% | 100.00% |
18/11/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,297 CHF | 508,297 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,807 CHF | 504,807 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,909 CHF | 507,909 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,264 CHF | 508,264 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,445 CHF | 507,445 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,408 CHF | 508,408 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,201 CHF | 507,201 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,890 CHF | 505,890 CHF | 99.76% | 99.76% |