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 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,068 CHF | 478,068 CHF | 97.95% | 97.95% |
19/11/2024 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,126 CHF | 480,126 CHF | 100.00% | 100.00% |
18/11/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,547 CHF | 482,547 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,770 CHF | 481,770 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,950 CHF | 490,950 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,186 CHF | 495,186 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,758 CHF | 498,758 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,002 CHF | 501,002 CHF | 100.00% | 100.00% |
08/11/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,805 CHF | 496,805 CHF | 100.00% | 100.00% |
07/11/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,963 CHF | 498,963 CHF | 99.76% | 99.76% |