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 | 0.82% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,900 CHF | 487,900 CHF | 97.95% | 97.95% |
19/11/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,842 CHF | 486,842 CHF | 100.00% | 100.00% |
18/11/2024 | 0.83% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,845 CHF | 485,845 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,970 CHF | 488,970 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,711 CHF | 490,711 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,280 CHF | 494,280 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,781 CHF | 498,781 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,092 CHF | 502,092 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,615 CHF | 500,615 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,104 CHF | 502,104 CHF | 99.24% | 99.24% |