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 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,669 CHF | 502,169 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,071 CHF | 501,571 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,848 CHF | 506,348 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,662 CHF | 507,162 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,465 CHF | 506,965 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,619 CHF | 505,119 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,576 CHF | 505,076 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,450 CHF | 512,950 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,440 CHF | 509,940 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 102.50 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,191 CHF | 514,691 CHF | 99.23% | 99.23% |