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 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,692 CHF | 498,692 CHF | 97.95% | 97.95% |
19/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,083 CHF | 496,083 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,914 CHF | 497,914 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,640 CHF | 498,640 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,357 CHF | 498,357 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,580 CHF | 497,580 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,206 CHF | 498,206 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,428 CHF | 498,428 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,844 CHF | 495,844 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,091 CHF | 498,091 CHF | 99.76% | 99.76% |