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 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,183 CHF | 492,683 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,102 CHF | 489,602 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,453 CHF | 496,953 CHF | 99.22% | 99.22% |
15/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,074 CHF | 500,574 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,232 CHF | 501,732 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,653 CHF | 502,153 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,741 CHF | 502,241 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,156 CHF | 502,656 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,559 CHF | 503,059 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,077 CHF | 503,577 CHF | 99.08% | 99.08% |