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 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,883 CHF | 505,883 CHF | 98.58% | 98.58% |
19/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,586 CHF | 500,586 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,565 CHF | 496,565 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,087 CHF | 500,087 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,678 CHF | 503,678 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,460 CHF | 503,460 CHF | 99.85% | 99.85% |
12/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,192 CHF | 508,192 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,061 CHF | 514,061 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,352 CHF | 514,352 CHF | 100.00% | 100.00% |
07/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,411 CHF | 517,411 CHF | 99.24% | 99.24% |