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% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,792 CHF | 500,792 CHF | 99.37% | 99.37% |
19/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,072 CHF | 499,072 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,300 CHF | 498,300 CHF | 100.00% | 100.00% |
15/11/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,229 CHF | 498,229 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,400 CHF | 500,400 CHF | 99.10% | 99.10% |
13/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,432 CHF | 496,432 CHF | 99.27% | 99.27% |
12/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,041 CHF | 497,041 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,398 CHF | 501,398 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,480 CHF | 499,480 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,184 CHF | 501,184 CHF | 99.23% | 99.23% |