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% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,076 CHF | 492,076 CHF | 97.94% | 97.94% |
19/11/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,440 CHF | 491,440 CHF | 100.00% | 100.00% |
18/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,270 CHF | 494,270 CHF | 99.02% | 99.02% |
15/11/2024 | 1.01% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,316 CHF | 495,316 CHF | 98.27% | 98.27% |
14/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,588 CHF | 494,588 CHF | 99.92% | 99.92% |
13/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,461 CHF | 492,461 CHF | 99.89% | 99.89% |
12/11/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,597 CHF | 494,597 CHF | 100.00% | 100.00% |
11/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,888 CHF | 495,888 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,292 CHF | 493,292 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,426 CHF | 494,426 CHF | 99.23% | 99.23% |