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% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,054 CHF | 502,602 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,412 CHF | 497,962 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,311 CHF | 500,861 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,191 CHF | 500,739 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,334 CHF | 499,884 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,286 CHF | 494,836 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,596 CHF | 498,096 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,720 CHF | 498,270 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,960 CHF | 497,510 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,804 CHF | 499,354 CHF | 99.24% | 99.24% |