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 | 0.20% | 100.10 % | 100.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,500 CHF | 100,300 CHF | 100.00% | 100.00% |
22/11/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 100,000 | 499,814 | 99,963 | 500,314 CHF | 100,263 CHF | 100.00% | 100.00% |
20/11/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 501,500 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 501,500 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 501,500 CHF | 100.00% | 100.00% |
15/11/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 501,500 CHF | 100.00% | 100.00% |
14/11/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 499,500 | 499,500 | 499,999 CHF | 500,999 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 100.20 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,553 CHF | 501,553 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 501,500 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 100.20 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,993 CHF | 501,993 CHF | 100.00% | 100.00% |