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 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,873 CHF | 501,373 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,518 CHF | 499,018 CHF | 89.37% | 89.37% |
18/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,222 CHF | 499,722 CHF | 99.68% | 99.68% |
15/11/2024 | 0.50% | 99.51 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,201 CHF | 501,701 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.32 % | 100.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,855 CHF | 502,355 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 98.94 % | 99.44 % | 500,000 | 500,000 | 500,000 | 499,999 | 494,530 CHF | 497,029 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,240 CHF | 499,740 CHF | 98.74% | 98.74% |
11/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,666 CHF | 504,166 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.97 % | 100.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,245 CHF | 503,745 CHF | 99.82% | 99.82% |
07/11/2024 | 0.49% | 100.84 % | 101.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,362 CHF | 507,862 CHF | 100.00% | 100.00% |