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 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,016 CHF | 500,516 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 98.60 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,579 CHF | 496,079 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,363 CHF | 498,863 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,295 CHF | 498,795 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,014 CHF | 498,514 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 98.40 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,494 CHF | 492,994 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,526 CHF | 496,026 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,827 CHF | 496,327 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,081 CHF | 495,581 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,839 CHF | 497,339 CHF | 99.23% | 99.23% |