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 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,870 CHF | 502,870 CHF | 97.95% | 97.95% |
19/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,248 CHF | 501,248 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,386 CHF | 500,386 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,248 CHF | 500,248 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,654 CHF | 502,654 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,473 CHF | 498,473 CHF | 99.85% | 99.85% |
12/11/2024 | 0.80% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,523 CHF | 499,523 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,437 CHF | 505,437 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,617 CHF | 503,617 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,417 CHF | 504,417 CHF | 99.76% | 99.76% |