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 | 0.20% | 98.10 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,089 CHF | 492,089 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 98.10 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,719 CHF | 492,719 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 98.60 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,414 CHF | 491,414 CHF | 100.00% | 100.00% |
15/11/2024 | 0.20% | 97.80 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,131 CHF | 491,131 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 98.50 % | 98.70 % | 500,000 | 500,000 | 499,034 | 499,034 | 490,678 CHF | 491,678 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 99.00 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,787 CHF | 490,787 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 98.40 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,617 CHF | 498,617 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 99.80 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,819 CHF | 500,819 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 99.70 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,942 CHF | 498,942 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 99.80 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,236 CHF | 500,236 CHF | 99.76% | 99.76% |