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 | 0.50% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,794 CHF | 497,294 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,122 CHF | 494,622 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,720 CHF | 497,220 CHF | 99.20% | 99.20% |
15/11/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,019 CHF | 499,519 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,854 CHF | 500,354 CHF | 99.13% | 99.13% |
13/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,441 CHF | 498,941 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,256 CHF | 500,756 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,308 CHF | 501,808 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,244 CHF | 499,744 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,135 CHF | 500,635 CHF | 99.06% | 99.06% |