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 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,826 CHF | 490,375 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,168 CHF | 486,718 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 97.90 % | 98.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,078 CHF | 490,628 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 98.00 % | 98.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,122 CHF | 492,670 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 98.50 % | 98.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,932 CHF | 492,482 CHF | 99.10% | 99.10% |
13/11/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,495 CHF | 488,045 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,649 CHF | 494,199 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,086 CHF | 495,636 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,220 CHF | 492,770 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,957 CHF | 494,507 CHF | 99.76% | 99.76% |