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 | 0.62% | 96.00 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,623 CHF | 485,623 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 96.45 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,889 CHF | 482,639 CHF | 100.00% | 100.00% |
18/11/2024 | 0.57% | 96.80 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,516 CHF | 485,266 CHF | 100.00% | 100.00% |
15/11/2024 | 0.67% | 96.10 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,669 CHF | 485,919 CHF | 100.00% | 100.00% |
14/11/2024 | 0.62% | 96.00 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,563 CHF | 481,563 CHF | 100.00% | 100.00% |
13/11/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,567 CHF | 486,067 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,055 CHF | 492,555 CHF | 99.58% | 99.58% |
11/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,989 CHF | 498,489 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,784 CHF | 498,284 CHF | 99.66% | 99.66% |
07/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,626 CHF | 499,126 CHF | 99.91% | 99.91% |