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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,578 CHF | 500,128 CHF | 99.90% | 99.90% |
20/11/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,024 CHF | 498,573 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 99.10 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,616 CHF | 496,166 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,491 CHF | 495,041 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,344 CHF | 498,892 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,104 CHF | 504,654 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,223 CHF | 503,773 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,949 CHF | 505,499 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,668 CHF | 505,218 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,824 CHF | 503,374 CHF | 100.00% | 100.00% |