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 | 1.01% | 98.30 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,681 CHF | 497,681 CHF | 97.94% | 97.94% |
19/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,435 CHF | 495,435 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,182 CHF | 498,182 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 499,507 | 493,986 CHF | 497,494 CHF | 100.00% | 100.00% |
14/11/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,938 CHF | 497,938 CHF | 100.00% | 100.00% |
13/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,876 CHF | 494,876 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,057 CHF | 493,057 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,808 CHF | 499,808 CHF | 100.00% | 100.00% |
08/11/2024 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,508 CHF | 499,508 CHF | 100.00% | 100.00% |
07/11/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,452 CHF | 498,452 CHF | 99.76% | 99.76% |