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 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,075 CHF | 500,075 CHF | 98.58% | 98.58% |
19/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,360 CHF | 498,360 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,090 CHF | 500,090 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,128 CHF | 501,128 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,095 CHF | 499,095 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,613 CHF | 499,613 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,751 CHF | 503,751 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,424 CHF | 503,424 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,531 CHF | 503,531 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,886 CHF | 504,886 CHF | 99.23% | 99.23% |