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 | 0.51% | 96.31 % | 96.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,576 CHF | 488,076 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 97.22 % | 97.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,218 CHF | 487,718 CHF | 89.37% | 89.37% |
18/11/2024 | 0.51% | 97.77 % | 98.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,900 CHF | 489,400 CHF | 99.68% | 99.68% |
15/11/2024 | 0.50% | 98.28 % | 98.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,656 CHF | 498,156 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,661 CHF | 503,161 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.18 % | 99.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,572 CHF | 499,072 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.89 % | 100.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,901 CHF | 504,401 CHF | 98.74% | 98.74% |
11/11/2024 | 0.49% | 100.69 % | 101.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,282 CHF | 506,782 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.31 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,608 CHF | 503,108 CHF | 99.83% | 99.83% |
07/11/2024 | 0.50% | 100.28 % | 100.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,281 CHF | 503,781 CHF | 100.00% | 100.00% |