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% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,856 CHF | 493,356 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 97.99 % | 98.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,974 CHF | 491,474 CHF | 89.37% | 89.37% |
18/11/2024 | 0.51% | 98.56 % | 99.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,390 CHF | 494,890 CHF | 99.67% | 99.67% |
15/11/2024 | 0.51% | 98.37 % | 98.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,356 CHF | 495,856 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.43 % | 98.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,573 CHF | 494,073 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 98.21 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,156 CHF | 494,656 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.38 % | 98.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,295 CHF | 496,795 CHF | 98.73% | 98.73% |
11/11/2024 | 0.50% | 99.57 % | 100.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,872 CHF | 501,372 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.28 % | 99.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,288 CHF | 499,788 CHF | 99.83% | 99.83% |
07/11/2024 | 0.50% | 100.22 % | 100.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 503,000 CHF | 100.00% | 100.00% |