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% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,121 CHF | 501,621 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,876 CHF | 492,376 CHF | 99.38% | 99.38% |
18/11/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,907 CHF | 494,407 CHF | 98.94% | 98.94% |
15/11/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,407 CHF | 495,907 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,061 CHF | 497,561 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,854 CHF | 493,354 CHF | 65.04% | 65.04% |
12/11/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,554 CHF | 496,054 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,003 CHF | 498,503 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,286 CHF | 498,786 CHF | 99.37% | 99.37% |
07/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,200 CHF | 499,700 CHF | 98.56% | 98.56% |