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% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,306 CHF | 498,306 CHF | 98.58% | 98.58% |
19/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,268 CHF | 496,268 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,563 CHF | 500,563 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,721 CHF | 501,721 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,578 CHF | 502,578 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,193 CHF | 500,193 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,509 CHF | 499,509 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,822 CHF | 500,822 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,976 CHF | 496,976 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,605 CHF | 496,605 CHF | 99.24% | 99.24% |