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% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,316 CHF | 494,865 CHF | 99.37% | 99.37% |
19/11/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,291 CHF | 491,791 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,269 CHF | 493,769 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,445 CHF | 496,993 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,162 CHF | 498,712 CHF | 99.10% | 99.10% |
13/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,937 CHF | 496,437 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,982 CHF | 498,482 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,348 CHF | 500,848 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,799 CHF | 498,299 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,659 CHF | 499,159 CHF | 99.23% | 99.23% |