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% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,238 CHF | 497,238 CHF | 98.58% | 98.58% |
19/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,073 CHF | 496,073 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,912 CHF | 495,912 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,073 CHF | 496,073 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,759 CHF | 496,759 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,439 CHF | 497,439 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,549 CHF | 497,549 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,206 CHF | 498,206 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,371 CHF | 497,371 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,051 CHF | 498,051 CHF | 99.23% | 99.23% |