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 | 0.30% | 98.60 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,800 CHF | 495,300 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 98.60 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,866 CHF | 496,366 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,794 CHF | 493,294 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 98.00 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,418 CHF | 492,918 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 98.60 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,526 CHF | 494,026 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,304 CHF | 491,804 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 98.90 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,910 CHF | 501,410 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,747 CHF | 504,247 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,047 CHF | 502,547 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,913 CHF | 504,413 CHF | 99.23% | 99.23% |