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 | 0.32% | 94.00 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,274 CHF | 472,774 CHF | 99.37% | 99.37% |
19/11/2024 | 0.31% | 94.80 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,621 CHF | 477,121 CHF | 100.00% | 100.00% |
18/11/2024 | 0.52% | 95.40 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,281 CHF | 480,781 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,150 CHF | 482,650 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 97.40 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,530 CHF | 492,030 CHF | 99.10% | 99.10% |
13/11/2024 | 0.99% | 99.00 % | 99.30 % | 500,000 | 500,000 | 190,829 | 190,829 | 188,457 CHF | 189,371 CHF | 99.30% | 99.30% |
12/11/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,095 CHF | 496,595 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,139 CHF | 496,639 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,805 CHF | 494,305 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,368 CHF | 496,868 CHF | 99.23% | 99.23% |