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% | 98.00 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,717 CHF | 494,217 CHF | 99.37% | 99.37% |
19/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,068 CHF | 491,568 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,186 CHF | 492,686 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 98.70 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,088 CHF | 496,588 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,407 CHF | 497,907 CHF | 99.10% | 99.10% |
13/11/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,357 CHF | 495,857 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,522 CHF | 500,022 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,099 CHF | 499,599 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,524 CHF | 497,024 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,331 CHF | 497,831 CHF | 99.23% | 99.23% |