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 | 491,240 CHF | 495,240 CHF | 97.95% | 97.95% |
19/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,539 CHF | 496,539 CHF | 99.86% | 99.86% |
18/11/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,378 CHF | 497,378 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,334 CHF | 496,334 CHF | 98.43% | 98.43% |
14/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,777 CHF | 493,777 CHF | 99.72% | 99.72% |
13/11/2024 | 1.03% | 96.80 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,950 CHF | 488,950 CHF | 100.00% | 100.00% |
12/11/2024 | 1.02% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,997 CHF | 491,997 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,890 CHF | 490,890 CHF | 99.92% | 99.92% |
08/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,682 CHF | 492,682 CHF | 100.00% | 100.00% |
07/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,228 CHF | 496,228 CHF | 98.10% | 98.10% |