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 | 0.50% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,867 CHF | 496,367 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,383 CHF | 495,883 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,701 CHF | 497,201 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,091 CHF | 496,591 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,740 CHF | 498,240 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,477 CHF | 497,977 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,815 CHF | 498,315 CHF | 78.34% | 78.34% |
11/11/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,051 CHF | 498,551 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,921 CHF | 498,421 CHF | 83.12% | 83.12% |
07/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,860 CHF | 498,360 CHF | 99.90% | 99.90% |