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% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,709 CHF | 500,209 CHF | 99.37% | 99.37% |
19/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,029 CHF | 497,529 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,868 CHF | 499,368 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,938 CHF | 500,438 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 499,885 | 497,076 CHF | 499,461 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,285 CHF | 499,785 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,877 CHF | 500,377 CHF | 93.41% | 93.41% |