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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,827 CHF | 497,827 CHF | 100.00% | 100.00% |
22/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 499,685 | 499,685 | 489,561 CHF | 493,559 CHF | 100.00% | 100.00% |
20/11/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 499,902 | 499,902 | 486,342 CHF | 490,342 CHF | 97.95% | 97.95% |
19/11/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 499,045 | 499,045 | 486,659 CHF | 490,655 CHF | 99.68% | 99.68% |
18/11/2024 | 0.82% | 98.20 % | 99.00 % | 500,000 | 500,000 | 495,944 | 495,944 | 486,728 CHF | 490,713 CHF | 99.51% | 99.51% |
15/11/2024 | 0.80% | 97.90 % | 98.70 % | 500,000 | 500,000 | 498,616 | 498,616 | 495,202 CHF | 499,197 CHF | 99.71% | 99.71% |
14/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,005 CHF | 503,005 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 499,918 | 499,918 | 499,488 CHF | 503,488 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,716 CHF | 506,716 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,452 CHF | 511,452 CHF | 100.00% | 100.00% |