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% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,140 CHF | 490,140 CHF | 97.95% | 97.95% |
19/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,633 CHF | 488,633 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,652 CHF | 487,652 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,774 CHF | 488,774 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,590 CHF | 491,590 CHF | 100.00% | 100.00% |
13/11/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,952 CHF | 485,952 CHF | 99.85% | 99.85% |
12/11/2024 | 0.82% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,600 CHF | 487,600 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,908 CHF | 494,908 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,163 CHF | 492,163 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,396 CHF | 494,396 CHF | 99.23% | 99.23% |