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 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,506 CHF | 496,506 CHF | 98.59% | 98.59% |
19/11/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,041 CHF | 498,041 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,646 CHF | 498,646 CHF | 99.93% | 99.93% |
15/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,855 CHF | 501,855 CHF | 99.23% | 99.23% |
14/11/2024 | 0.81% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,491 CHF | 498,491 CHF | 100.00% | 100.00% |
13/11/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,578 CHF | 497,578 CHF | 99.89% | 99.89% |
12/11/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,951 CHF | 499,951 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,609 CHF | 498,609 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,912 CHF | 494,912 CHF | 100.00% | 100.00% |
07/11/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,837 CHF | 497,837 CHF | 99.23% | 99.23% |