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 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 499,782 | 500,000 | 497,657 CHF | 501,874 CHF | 97.95% | 97.95% |
19/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,140 CHF | 500,140 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,016 CHF | 499,016 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,483 CHF | 497,483 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 499,945 | 494,876 CHF | 498,822 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,799 CHF | 494,799 CHF | 99.85% | 99.85% |
12/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,831 CHF | 496,831 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,584 CHF | 499,584 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,266 CHF | 496,266 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,822 CHF | 498,822 CHF | 99.76% | 99.76% |