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 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,991 CHF | 491,991 CHF | 98.58% | 98.58% |
19/11/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,279 CHF | 491,279 CHF | 100.00% | 100.00% |
18/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,940 CHF | 492,940 CHF | 99.02% | 99.02% |
15/11/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,727 CHF | 492,727 CHF | 99.38% | 99.38% |
14/11/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,822 CHF | 493,822 CHF | 99.92% | 99.92% |
13/11/2024 | 1.02% | 97.40 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,221 CHF | 492,221 CHF | 99.89% | 99.89% |
12/11/2024 | 1.02% | 97.40 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,604 CHF | 493,604 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,266 CHF | 495,266 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,035 CHF | 493,035 CHF | 100.00% | 100.00% |
07/11/2024 | 1.02% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,810 CHF | 494,810 CHF | 99.24% | 99.24% |