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 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,317 CHF | 485,817 CHF | 99.37% | 99.37% |
19/11/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,429 CHF | 484,929 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 96.60 % | 96.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,107 CHF | 485,657 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 97.20 % | 97.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,090 CHF | 488,639 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,170 CHF | 493,670 CHF | 99.10% | 99.10% |
13/11/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,562 CHF | 496,062 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,680 CHF | 495,230 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,076 CHF | 496,626 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,946 CHF | 494,446 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,838 CHF | 496,338 CHF | 99.23% | 99.23% |