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 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,500 CHF | 500,500 CHF | 97.94% | 97.94% |
19/11/2024 | 1.00% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,020 CHF | 500,020 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,720 CHF | 499,720 CHF | 99.12% | 99.12% |
15/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,977 CHF | 499,977 CHF | 99.38% | 99.38% |
14/11/2024 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,691 CHF | 499,691 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,500 CHF | 500,500 CHF | 99.26% | 99.26% |
12/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,500 CHF | 499,500 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,000 CHF | 500,000 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,500 CHF | 500,500 CHF | 99.93% | 99.93% |
07/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,021 CHF | 500,021 CHF | 98.59% | 98.59% |