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% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,320 CHF | 499,320 CHF | 97.95% | 97.95% |
19/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,734 CHF | 500,734 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,824 CHF | 499,824 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,980 CHF | 499,980 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,891 CHF | 498,891 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,308 CHF | 492,308 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,583 CHF | 496,583 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,020 CHF | 497,020 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,406 CHF | 495,406 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,556 CHF | 499,556 CHF | 99.23% | 99.23% |