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% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,154 CHF | 500,654 CHF | 99.37% | 99.37% |
19/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,547 CHF | 499,047 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,677 CHF | 500,227 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,903 CHF | 500,452 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,886 CHF | 501,386 CHF | 99.10% | 99.10% |
13/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,326 CHF | 498,826 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,555 CHF | 499,105 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,571 CHF | 501,121 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 99.60 % | 100.10 % | 500,000 | 500,000 | 487,171 | 487,171 | 485,925 CHF | 488,425 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,721 CHF | 502,221 CHF | 99.24% | 99.24% |