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% | 97.34 % | 97.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,350 CHF | 491,850 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,914 CHF | 493,414 CHF | 89.38% | 89.38% |
18/11/2024 | 0.51% | 98.59 % | 99.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,095 CHF | 493,595 CHF | 99.68% | 99.68% |
15/11/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,868 CHF | 490,368 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.89 % | 99.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,851 CHF | 490,351 CHF | 100.00% | 100.00% |
13/11/2024 | 0.53% | 95.59 % | 96.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,433 CHF | 476,933 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 94.54 % | 95.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,740 CHF | 480,240 CHF | 98.75% | 98.75% |
11/11/2024 | 0.51% | 96.44 % | 96.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,745 CHF | 488,245 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 97.01 % | 97.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,591 CHF | 491,091 CHF | 99.84% | 99.84% |
07/11/2024 | 0.50% | 98.18 % | 98.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,196 CHF | 496,696 CHF | 100.00% | 100.00% |