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% | 97.61 % | 98.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,308 CHF | 492,808 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,359 CHF | 490,859 CHF | 89.37% | 89.37% |
18/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,051 CHF | 493,551 CHF | 99.68% | 99.68% |
15/11/2024 | 0.51% | 98.38 % | 98.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,089 CHF | 495,589 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.77 % | 99.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,945 CHF | 495,445 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 97.82 % | 98.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,789 CHF | 491,289 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 97.38 % | 97.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,244 CHF | 492,744 CHF | 98.74% | 98.74% |
11/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,726 CHF | 496,226 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 98.21 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,341 CHF | 495,841 CHF | 99.83% | 99.83% |
07/11/2024 | 0.50% | 99.43 % | 99.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,572 CHF | 500,072 CHF | 100.00% | 100.00% |