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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,057 CHF | 496,607 CHF | 99.90% | 99.90% |
20/11/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,473 CHF | 495,022 CHF | 99.37% | 99.37% |
19/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,627 CHF | 495,177 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,449 CHF | 492,999 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,328 CHF | 497,877 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,045 CHF | 502,595 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,308 CHF | 501,858 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,363 CHF | 503,913 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,149 CHF | 503,699 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,966 CHF | 502,516 CHF | 100.00% | 100.00% |