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 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,908 CHF | 500,908 CHF | 98.58% | 98.58% |
19/11/2024 | 0.81% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,660 CHF | 495,660 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,737 CHF | 498,737 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,949 CHF | 505,949 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,029 CHF | 502,029 CHF | 99.02% | 99.02% |
13/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,609 CHF | 495,609 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,370 CHF | 501,370 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,410 CHF | 504,410 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,558 CHF | 501,558 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,752 CHF | 504,752 CHF | 99.76% | 99.76% |