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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,250 CHF | 502,750 CHF | 99.38% | 99.38% |
22/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 503,000 CHF | 99.38% | 99.38% |
20/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,750 CHF | 503,250 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,991 CHF | 503,491 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 503,500 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 503,500 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,227 CHF | 503,727 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,496 CHF | 503,996 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 504,000 CHF | 99.38% | 99.38% |
11/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,691 CHF | 504,191 CHF | 99.38% | 99.38% |