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 | 0.30% | 100.30 % | 100.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,500 CHF | 100,600 CHF | 99.40% | 99.40% |
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 | 0.50% | 100.30 % | 100.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,500 CHF | 100,800 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 | 96.58% | 96.58% |
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% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 504,000 CHF | 95.94% | 95.94% |
12/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 504,000 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 504,000 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 505,000 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 504,500 CHF | 100.00% | 100.00% |