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 | 0.80% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,378 CHF | 499,378 CHF | 98.58% | 98.58% |
19/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,079 CHF | 497,079 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,130 CHF | 498,130 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,309 CHF | 499,309 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,723 CHF | 499,723 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,658 CHF | 494,658 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,849 CHF | 501,849 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,458 CHF | 505,458 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,587 CHF | 502,587 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,426 CHF | 502,426 CHF | 99.24% | 99.24% |