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% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,412 CHF | 495,912 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,262 CHF | 495,762 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,683 CHF | 491,183 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,898 CHF | 496,398 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,621 CHF | 499,121 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,088 CHF | 499,588 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,693 CHF | 499,193 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,848 CHF | 500,348 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,996 CHF | 503,496 CHF | 99.26% | 99.26% |
07/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,261 CHF | 501,761 CHF | 99.90% | 99.90% |