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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,328 CHF | 494,328 CHF | 100.00% | 100.00% |
22/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,788 CHF | 489,788 CHF | 100.00% | 100.00% |
20/11/2024 | 1.03% | 96.10 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,490 CHF | 487,490 CHF | 97.95% | 97.95% |
19/11/2024 | 1.03% | 96.20 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,660 CHF | 485,660 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,114 CHF | 489,114 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,130 CHF | 491,130 CHF | 100.00% | 100.00% |
14/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,521 CHF | 493,521 CHF | 100.00% | 100.00% |
13/11/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,363 CHF | 490,363 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,468 CHF | 490,468 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,998 CHF | 496,998 CHF | 100.00% | 100.00% |