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 | 0.99% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,178 CHF | 506,178 CHF | 97.95% | 97.95% |
19/11/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,788 CHF | 506,788 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,738 CHF | 505,738 CHF | 99.93% | 99.93% |
15/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,704 CHF | 503,704 CHF | 99.38% | 99.38% |
14/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,723 CHF | 502,723 CHF | 99.92% | 99.92% |
13/11/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,093 CHF | 498,093 CHF | 99.61% | 99.61% |
12/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,388 CHF | 502,388 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,118 CHF | 506,118 CHF | 98.69% | 98.69% |
08/11/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,508 CHF | 506,508 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,822 CHF | 509,822 CHF | 99.76% | 99.76% |