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 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,408 CHF | 499,908 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,557 CHF | 501,057 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,592 CHF | 497,092 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,858 CHF | 497,358 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,511 CHF | 497,011 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,388 CHF | 495,888 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,336 CHF | 497,836 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,881 CHF | 496,381 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,740 CHF | 493,240 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 97.90 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,465 CHF | 491,965 CHF | 100.00% | 100.00% |