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 | 0.31% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,065 CHF | 493,614 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,771 CHF | 495,321 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,625 CHF | 491,175 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 97.50 % | 97.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,758 CHF | 490,306 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 499,932 | 490,449 CHF | 491,933 CHF | 99.10% | 99.10% |
13/11/2024 | 0.32% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,235 CHF | 489,785 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,939 CHF | 499,489 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,411 CHF | 502,961 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,253 CHF | 500,803 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,355 CHF | 501,905 CHF | 100.00% | 100.00% |