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% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,466 CHF | 502,466 CHF | 97.95% | 97.95% |
19/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,239 CHF | 501,239 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,536 CHF | 502,536 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,040 CHF | 502,040 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,628 CHF | 502,628 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,142 CHF | 502,142 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,380 CHF | 502,380 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,564 CHF | 504,564 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,165 CHF | 503,165 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,313 CHF | 504,313 CHF | 99.23% | 99.23% |