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 | 0.81% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,258 CHF | 494,258 CHF | 97.95% | 97.95% |
19/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,669 CHF | 492,669 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,309 CHF | 497,309 CHF | 100.00% | 100.00% |
15/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,569 CHF | 496,569 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,527 CHF | 492,527 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,790 CHF | 497,790 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,987 CHF | 496,987 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 499,729 | 500,011 CHF | 504,737 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,542 CHF | 497,542 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,341 CHF | 501,341 CHF | 99.23% | 99.23% |