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% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,233 CHF | 499,733 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,511 CHF | 498,011 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,048 CHF | 500,548 CHF | 99.19% | 99.19% |
15/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,430 CHF | 501,930 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,865 CHF | 500,365 CHF | 99.14% | 99.14% |
13/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,047 CHF | 499,547 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,529 CHF | 500,029 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,358 CHF | 501,858 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,114 CHF | 501,614 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,588 CHF | 503,088 CHF | 99.08% | 99.08% |