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 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,795 CHF | 494,795 CHF | 98.58% | 98.58% |
19/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,803 CHF | 495,803 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,426 CHF | 493,426 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,538 CHF | 493,538 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,342 CHF | 496,342 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,741 CHF | 488,741 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,434 CHF | 495,434 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,944 CHF | 501,944 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,633 CHF | 498,633 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,762 CHF | 500,762 CHF | 99.24% | 99.24% |