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% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,086 CHF | 496,586 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,284 CHF | 490,834 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,031 CHF | 495,581 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,582 CHF | 497,082 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,662 CHF | 497,162 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,596 CHF | 495,146 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,118 CHF | 496,668 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,982 CHF | 500,482 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,356 CHF | 498,906 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,348 CHF | 501,898 CHF | 100.00% | 100.00% |