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 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,270 CHF | 504,270 CHF | 98.58% | 98.58% |
19/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,563 CHF | 503,563 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,076 CHF | 508,076 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,949 CHF | 504,949 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,608 CHF | 503,608 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,731 CHF | 500,731 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,860 CHF | 505,860 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,347 CHF | 509,347 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,754 CHF | 509,754 CHF | 100.00% | 100.00% |
07/11/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,589 CHF | 514,589 CHF | 99.23% | 99.23% |