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 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,435 CHF | 493,935 CHF | 99.36% | 99.36% |
19/11/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,956 CHF | 492,456 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 98.30 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,175 CHF | 493,675 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 98.50 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,464 CHF | 494,964 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,280 CHF | 498,780 CHF | 99.10% | 99.10% |
13/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,114 CHF | 500,614 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,850 CHF | 499,350 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,519 CHF | 501,019 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,965 CHF | 499,465 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,619 CHF | 501,119 CHF | 99.23% | 99.23% |