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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,359 CHF | 499,859 CHF | 100.00% | 100.00% |
22/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,334 CHF | 498,834 CHF | 100.00% | 100.00% |
20/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,222 CHF | 495,722 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,726 CHF | 493,226 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,145 CHF | 496,645 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,105 CHF | 496,605 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 499,733 | 494,287 CHF | 496,521 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,988 CHF | 496,488 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,964 CHF | 497,464 CHF | 98.78% | 98.78% |
11/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,307 CHF | 497,807 CHF | 100.00% | 100.00% |