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 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,035 CHF | 498,535 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 98.10 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,473 CHF | 493,973 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,390 CHF | 496,890 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,361 CHF | 497,861 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 98.90 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,639 CHF | 496,139 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 97.70 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,470 CHF | 489,970 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,479 CHF | 493,979 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 98.60 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,513 CHF | 494,013 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 98.50 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,316 CHF | 493,816 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,407 CHF | 496,907 CHF | 100.00% | 100.00% |