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% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,014 CHF | 497,563 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 97.70 % | 98.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,709 CHF | 489,259 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 97.10 % | 97.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,602 CHF | 488,152 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 97.50 % | 97.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,466 CHF | 492,015 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,490 CHF | 498,040 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,223 CHF | 503,773 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,983 CHF | 507,533 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,338 CHF | 496,888 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 97.90 % | 98.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,004 CHF | 492,554 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,397 CHF | 498,947 CHF | 99.24% | 99.24% |