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 | 0.51% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,323 CHF | 486,823 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 95.80 % | 96.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,577 CHF | 480,127 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 500,000 | 499,516 | 485,882 CHF | 486,959 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,797 CHF | 489,297 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,836 CHF | 488,336 CHF | 99.10% | 99.10% |
13/11/2024 | 0.32% | 97.30 % | 97.61 % | 500,000 | 500,000 | 500,000 | 499,997 | 485,106 CHF | 486,653 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 97.40 % | 97.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,093 CHF | 489,643 CHF | 100.00% | 100.00% |
11/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,188 CHF | 494,688 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,979 CHF | 492,529 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,657 CHF | 495,207 CHF | 100.00% | 100.00% |