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 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,966 CHF | 495,466 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,019 CHF | 494,519 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,439 CHF | 495,939 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,812 CHF | 495,312 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,680 CHF | 496,180 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,426 CHF | 495,926 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,616 CHF | 497,116 CHF | 97.91% | 97.91% |
11/11/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 499,986 | 499,907 | 494,423 CHF | 496,844 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,788 CHF | 497,288 CHF | 97.26% | 97.26% |
07/11/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,774 CHF | 496,274 CHF | 40.72% | 40.72% |