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 | 0.41% | 97.50 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,937 CHF | 488,937 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 96.50 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,615 CHF | 483,615 CHF | 100.00% | 100.00% |
18/11/2024 | 0.21% | 96.40 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,310 CHF | 483,310 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 96.50 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,508 CHF | 486,508 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 97.60 % | 98.00 % | 500,000 | 500,000 | 499,068 | 499,068 | 487,821 CHF | 489,818 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 98.60 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,140 CHF | 494,140 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 99.40 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,691 CHF | 497,691 CHF | 100.00% | 100.00% |
11/11/2024 | 0.41% | 97.60 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,074 CHF | 490,074 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 96.50 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,925 CHF | 484,925 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 97.70 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,529 CHF | 490,529 CHF | 99.76% | 99.76% |