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 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,910 CHF | 496,410 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,439 CHF | 495,939 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,934 CHF | 496,434 CHF | 99.22% | 99.22% |
15/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,595 CHF | 497,095 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,990 CHF | 497,490 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,008 CHF | 497,508 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,244 CHF | 498,744 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,923 CHF | 499,423 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,994 CHF | 499,494 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,257 CHF | 499,757 CHF | 99.08% | 99.08% |