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% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,439 CHF | 501,439 CHF | 99.37% | 99.37% |
19/11/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,371 CHF | 498,371 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,730 CHF | 502,730 CHF | 100.00% | 100.00% |
15/11/2024 | 0.99% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,681 CHF | 505,681 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,701 CHF | 505,701 CHF | 99.10% | 99.10% |
13/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,724 CHF | 501,724 CHF | 99.27% | 99.27% |
12/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,061 CHF | 502,061 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,143 CHF | 507,143 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,861 CHF | 504,861 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,907 CHF | 503,907 CHF | 99.23% | 99.23% |