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% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,049 CHF | 498,549 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,513 CHF | 499,013 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,491 CHF | 497,991 CHF | 99.20% | 99.20% |
15/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,909 CHF | 500,409 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,334 CHF | 496,834 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,503 CHF | 497,003 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,044 CHF | 497,544 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,212 CHF | 500,712 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,130 CHF | 499,630 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,105 CHF | 503,605 CHF | 99.09% | 99.09% |