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 | 500,138 CHF | 502,638 CHF | 99.17% | 99.17% |
22/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,184 CHF | 502,684 CHF | 99.17% | 99.17% |
20/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,288 CHF | 502,788 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,259 CHF | 502,759 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,464 CHF | 502,964 CHF | 99.20% | 99.20% |
15/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,385 CHF | 502,885 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,330 CHF | 502,830 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,128 CHF | 502,628 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,278 CHF | 502,778 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,504 CHF | 503,004 CHF | 99.17% | 99.17% |