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% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 504,000 CHF | 99.37% | 99.37% |
19/11/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,750 CHF | 504,250 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,750 CHF | 504,250 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 504,500 CHF | 98.90% | 98.90% |
14/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 504,500 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 505,000 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 505,000 CHF | 99.14% | 99.14% |
11/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,750 CHF | 505,250 CHF | 99.38% | 99.38% |
08/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,750 CHF | 505,250 CHF | 99.38% | 99.38% |
07/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 505,500 CHF | 98.56% | 98.56% |