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 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,388 CHF | 492,388 CHF | 97.95% | 97.95% |
19/11/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,989 CHF | 489,989 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,367 CHF | 494,367 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,186 CHF | 494,186 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,139 CHF | 495,139 CHF | 100.00% | 100.00% |
13/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,689 CHF | 494,689 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,341 CHF | 492,341 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,206 CHF | 496,206 CHF | 100.00% | 100.00% |
08/11/2024 | 1.01% | 98.30 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,437 CHF | 496,437 CHF | 100.00% | 100.00% |
07/11/2024 | 1.02% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,516 CHF | 494,516 CHF | 99.23% | 99.23% |