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 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,636 CHF | 502,636 CHF | 97.95% | 97.95% |
19/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,123 CHF | 502,123 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,456 CHF | 501,456 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,382 CHF | 502,382 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,518 CHF | 502,518 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,637 CHF | 498,637 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,067 CHF | 500,067 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,356 CHF | 503,356 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,661 CHF | 502,661 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,493 CHF | 503,493 CHF | 99.23% | 99.23% |