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 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,670 CHF | 500,670 CHF | 97.95% | 97.95% |
19/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,971 CHF | 499,971 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,306 CHF | 500,306 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,709 CHF | 499,709 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,797 CHF | 498,797 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,583 CHF | 493,583 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,059 CHF | 494,059 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,875 CHF | 500,875 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,889 CHF | 494,889 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,388 CHF | 499,388 CHF | 99.23% | 99.23% |