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 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,724 CHF | 491,724 CHF | 97.95% | 97.95% |
19/11/2024 | 0.82% | 98.20 % | 99.00 % | 500,000 | 500,000 | 495,774 | 495,774 | 486,043 CHF | 490,028 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,609 CHF | 493,609 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,532 CHF | 492,532 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,672 CHF | 491,672 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,837 CHF | 487,837 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,365 CHF | 491,365 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,907 CHF | 494,907 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,789 CHF | 492,789 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,818 CHF | 495,818 CHF | 99.23% | 99.23% |