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% | 99.50 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,396 CHF | 501,396 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 99.90 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,744 CHF | 497,744 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 98.70 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,057 CHF | 495,057 CHF | 100.00% | 100.00% |
15/11/2024 | 0.20% | 98.90 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,207 CHF | 496,207 CHF | 100.00% | 100.00% |
14/11/2024 | 0.20% | 99.30 % | 99.50 % | 500,000 | 500,000 | 499,034 | 499,034 | 494,541 CHF | 495,541 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 99.10 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,436 CHF | 496,436 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 99.20 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,219 CHF | 499,219 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,779 CHF | 501,779 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 99.60 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,157 CHF | 500,157 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,598 CHF | 501,598 CHF | 96.21% | 96.21% |