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 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,386 CHF | 498,886 CHF | 99.37% | 99.37% |
19/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,912 CHF | 496,412 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,633 CHF | 499,133 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,185 CHF | 501,685 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,512 CHF | 503,012 CHF | 99.10% | 99.10% |
13/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,142 CHF | 501,642 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,378 CHF | 503,878 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,381 CHF | 504,881 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,589 CHF | 502,089 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,136 CHF | 502,636 CHF | 99.23% | 99.23% |