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 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,487 CHF | 497,987 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,250 CHF | 493,750 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,933 CHF | 497,433 CHF | 99.19% | 99.19% |
15/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,910 CHF | 499,410 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,515 CHF | 498,015 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,521 CHF | 492,021 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,170 CHF | 494,670 CHF | 99.17% | 99.17% |
11/11/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,435 CHF | 495,935 CHF | 99.17% | 99.17% |
08/11/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,479 CHF | 491,979 CHF | 99.17% | 99.17% |
07/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,267 CHF | 493,767 CHF | 99.08% | 99.08% |