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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,581 CHF | 506,581 CHF | 100.00% | 100.00% |
22/11/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,907 CHF | 507,907 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,434 CHF | 502,434 CHF | 98.58% | 98.58% |
19/11/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,245 CHF | 499,245 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,967 CHF | 502,967 CHF | 99.01% | 99.01% |
15/11/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,868 CHF | 505,868 CHF | 99.38% | 99.38% |
14/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,814 CHF | 503,814 CHF | 99.92% | 99.92% |
13/11/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,071 CHF | 501,071 CHF | 99.61% | 99.61% |
12/11/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,953 CHF | 504,953 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,110 CHF | 508,110 CHF | 100.00% | 100.00% |