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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,000 CHF | 100,500 CHF | 99.90% | 99.90% |
20/11/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,500 CHF | 100,600 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,500 CHF | 100,600 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,500 CHF | 100,600 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,500 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,500 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,500 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,500 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,500 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,500 CHF | 100.00% | 100.00% |