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 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,917 CHF | 500,917 CHF | 97.94% | 97.94% |
19/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,117 CHF | 499,117 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,294 CHF | 500,294 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,534 CHF | 501,534 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,344 CHF | 504,344 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 499,929 | 499,929 | 498,584 CHF | 502,583 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,695 CHF | 501,695 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,412 CHF | 503,412 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,570 CHF | 501,570 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,355 CHF | 502,355 CHF | 99.23% | 99.23% |