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 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,133 CHF | 501,633 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,132 CHF | 495,632 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,757 CHF | 497,257 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,543 CHF | 498,043 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,658 CHF | 499,158 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,673 CHF | 496,173 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,672 CHF | 498,172 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,283 CHF | 499,783 CHF | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,282 CHF | 499,782 CHF | 99.37% | 99.37% |
07/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,836 CHF | 500,336 CHF | 98.56% | 98.56% |