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 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,182 CHF | 506,182 CHF | 97.95% | 97.95% |
19/11/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,346 CHF | 502,346 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,597 CHF | 501,597 CHF | 99.93% | 99.93% |
15/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,973 CHF | 504,973 CHF | 99.38% | 99.38% |
14/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,746 CHF | 508,746 CHF | 99.92% | 99.92% |
13/11/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,917 CHF | 504,917 CHF | 99.61% | 99.61% |
12/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,657 CHF | 504,657 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,159 CHF | 503,159 CHF | 98.69% | 98.69% |
08/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,408 CHF | 503,408 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,838 CHF | 506,838 CHF | 99.76% | 99.76% |