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 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,579 CHF | 496,579 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 98.30 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,830 CHF | 497,830 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,888 CHF | 497,888 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,557 CHF | 499,557 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,006 CHF | 501,006 CHF | 99.10% | 99.10% |
13/11/2024 | 1.01% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,099 CHF | 496,099 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,378 CHF | 497,378 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,740 CHF | 497,740 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,166 CHF | 498,166 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,720 CHF | 504,720 CHF | 99.24% | 99.24% |