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 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,488 CHF | 500,988 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,694 CHF | 500,194 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,771 CHF | 501,271 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,788 CHF | 502,288 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,810 CHF | 501,310 CHF | 99.10% | 99.10% |
13/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,273 CHF | 501,773 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,558 CHF | 501,058 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,606 CHF | 503,106 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,896 CHF | 501,396 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,266 CHF | 501,766 CHF | 99.23% | 99.23% |