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 | 0.80% | 99.10 % | 99.90 % | 50,000 | 50,000 | 481,020 | 481,020 | 476,397 CHF | 480,246 CHF | 97.95% | 97.95% |
19/11/2024 | 1.00% | 99.30 % | 100.30 % | 50,000 | 50,000 | 481,470 | 481,470 | 477,239 CHF | 482,054 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 99.10 % | 100.10 % | 50,000 | 50,000 | 481,458 | 481,458 | 477,127 CHF | 481,941 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.30 % | 100.10 % | 50,000 | 50,000 | 481,305 | 481,305 | 478,076 CHF | 481,926 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.40 % | 100.20 % | 50,000 | 50,000 | 481,439 | 481,439 | 478,660 CHF | 482,511 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 99.50 % | 100.50 % | 50,000 | 50,000 | 481,498 | 481,498 | 479,081 CHF | 483,896 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 99.40 % | 100.40 % | 50,000 | 50,000 | 481,452 | 481,452 | 478,991 CHF | 483,806 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.50 % | 100.30 % | 50,000 | 50,000 | 481,418 | 481,418 | 479,010 CHF | 482,862 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.40 % | 100.20 % | 50,000 | 50,000 | 481,513 | 481,513 | 478,708 CHF | 482,560 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 99.30 % | 100.30 % | 50,000 | 50,000 | 481,241 | 481,241 | 477,620 CHF | 482,432 CHF | 99.23% | 99.23% |