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 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,513 CHF | 498,013 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 98.70 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,660 CHF | 495,160 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,548 CHF | 498,048 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,007 CHF | 499,507 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,156 CHF | 499,656 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,120 CHF | 495,620 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,025 CHF | 500,525 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,178 CHF | 501,678 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,369 CHF | 498,869 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,011 CHF | 500,511 CHF | 99.24% | 99.24% |