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% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,892 CHF | 499,892 CHF | 97.95% | 97.95% |
19/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,499 CHF | 498,499 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,430 CHF | 498,430 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,644 CHF | 498,644 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,808 CHF | 498,808 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,603 CHF | 496,603 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,760 CHF | 497,760 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,055 CHF | 501,055 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,092 CHF | 500,092 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,307 CHF | 504,307 CHF | 99.24% | 99.24% |