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% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,691 CHF | 498,191 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,719 CHF | 496,219 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,518 CHF | 500,018 CHF | 98.95% | 98.95% |
15/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,075 CHF | 500,575 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,518 CHF | 501,018 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,406 CHF | 500,906 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,349 CHF | 503,849 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,730 CHF | 505,230 CHF | 99.38% | 99.38% |
08/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,421 CHF | 503,921 CHF | 99.37% | 99.37% |
07/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,758 CHF | 505,258 CHF | 98.56% | 98.56% |