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 | 0.50% | 98.76 % | 99.26 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,486 CHF | 49,736 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 98.71 % | 99.21 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,391 CHF | 49,641 CHF | 89.37% | 89.37% |
18/11/2024 | 0.50% | 99.54 % | 100.04 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,688 CHF | 49,938 CHF | 99.68% | 99.68% |
15/11/2024 | 0.50% | 99.09 % | 99.59 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,700 CHF | 49,950 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.95 % | 100.45 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,882 CHF | 50,132 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.71 % | 100.21 % | 50,000 | 50,000 | 50,000 | 49,991 | 49,699 CHF | 49,939 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.43 % | 99.93 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,005 CHF | 50,255 CHF | 98.74% | 98.74% |
11/11/2024 | 0.50% | 100.42 % | 100.92 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,257 CHF | 50,507 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.22 % | 100.72 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,129 CHF | 50,379 CHF | 99.83% | 99.83% |
07/11/2024 | 0.50% | 100.33 % | 100.83 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,221 CHF | 50,471 CHF | 100.00% | 100.00% |