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 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,605 CHF | 500,154 CHF | 99.37% | 99.37% |
19/11/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,376 CHF | 498,926 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,578 CHF | 501,128 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,886 CHF | 503,435 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,004 CHF | 501,554 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,492 CHF | 500,042 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,134 CHF | 502,684 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,970 CHF | 506,520 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,594 CHF | 502,144 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,412 CHF | 500,962 CHF | 99.76% | 99.76% |