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% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,260 CHF | 500,809 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,678 CHF | 499,228 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,926 CHF | 501,476 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,559 CHF | 500,108 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,263 CHF | 504,813 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,673 CHF | 504,223 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,397 CHF | 504,947 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,481 CHF | 506,031 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,095 CHF | 505,645 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,429 CHF | 503,979 CHF | 99.24% | 99.24% |