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 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,883 CHF | 500,383 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,454 CHF | 498,954 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,511 CHF | 500,011 CHF | 99.38% | 99.38% |
15/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,515 CHF | 499,015 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,961 CHF | 498,461 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,533 CHF | 498,033 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,189 CHF | 499,689 CHF | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,060 CHF | 502,560 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,737 CHF | 502,237 CHF | 99.35% | 99.35% |
07/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,240 CHF | 501,740 CHF | 98.80% | 98.80% |