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 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,667 CHF | 506,667 CHF | 99.37% | 99.37% |
19/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,901 CHF | 504,901 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,690 CHF | 504,690 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,076 CHF | 505,076 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,905 CHF | 504,905 CHF | 99.10% | 99.10% |
13/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,381 CHF | 505,381 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,493 CHF | 506,493 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,241 CHF | 502,241 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,748 CHF | 500,748 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,879 CHF | 502,879 CHF | 99.76% | 99.76% |