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% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,377 CHF | 505,877 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,387 CHF | 505,887 CHF | 96.92% | 96.92% |
18/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,298 CHF | 504,798 CHF | 99.19% | 99.19% |
15/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,676 CHF | 505,176 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,682 CHF | 505,182 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,584 CHF | 505,084 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,266 CHF | 505,766 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,471 CHF | 505,971 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,297 CHF | 505,797 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,372 CHF | 505,872 CHF | 99.09% | 99.09% |