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% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,765 CHF | 498,265 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,447 CHF | 498,947 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,341 CHF | 495,841 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 98.60 % | 98.90 % | 500,000 | 500,000 | 500,000 | 499,760 | 494,046 CHF | 495,309 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,361 CHF | 496,861 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,116 CHF | 495,616 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,785 CHF | 501,285 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,362 CHF | 501,862 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,782 CHF | 500,282 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,362 CHF | 503,862 CHF | 99.23% | 99.23% |