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 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,486 CHF | 490,486 CHF | 98.58% | 98.58% |
19/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,003 CHF | 490,003 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,813 CHF | 490,813 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,309 CHF | 491,309 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,310 CHF | 496,310 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,785 CHF | 490,785 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,052 CHF | 496,052 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,336 CHF | 500,336 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,219 CHF | 497,219 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,420 CHF | 500,420 CHF | 99.76% | 99.76% |