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% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,524 CHF | 504,024 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,496 CHF | 504,996 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,540 CHF | 505,040 CHF | 99.21% | 99.21% |
15/11/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,056 CHF | 503,556 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,225 CHF | 503,725 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,832 CHF | 501,332 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,614 CHF | 502,114 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,550 CHF | 506,050 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,145 CHF | 506,645 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,400 CHF | 505,900 CHF | 98.43% | 98.43% |