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% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,160 CHF | 498,660 CHF | 99.37% | 99.37% |
19/11/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,913 CHF | 494,463 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,122 CHF | 499,672 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,587 CHF | 501,087 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,403 CHF | 500,903 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,625 CHF | 499,175 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,329 CHF | 500,879 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,403 CHF | 504,903 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,007 CHF | 502,557 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,171 CHF | 504,721 CHF | 99.23% | 99.23% |