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 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,040 CHF | 497,540 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,089 CHF | 496,589 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,227 CHF | 498,727 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,943 CHF | 500,443 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,625 CHF | 499,125 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,098 CHF | 498,598 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,325 CHF | 498,825 CHF | 99.80% | 99.80% |
11/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,170 CHF | 500,670 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,169 CHF | 500,669 CHF | 97.49% | 97.49% |
07/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,097 CHF | 502,597 CHF | 99.91% | 99.91% |