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 | 0.31% | 96.50 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,913 CHF | 486,413 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 96.80 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,222 CHF | 485,722 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 97.10 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,446 CHF | 487,946 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 97.80 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,703 CHF | 492,203 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 98.10 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,353 CHF | 491,853 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 97.50 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,955 CHF | 489,455 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 98.00 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,652 CHF | 494,152 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,025 CHF | 496,525 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 98.60 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,783 CHF | 494,283 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,287 CHF | 494,787 CHF | 100.00% | 100.00% |