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 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,342 CHF | 502,842 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,025 CHF | 502,525 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,007 CHF | 502,507 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,499 CHF | 502,999 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,352 CHF | 502,852 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,344 CHF | 502,844 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,024 CHF | 503,524 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,054 CHF | 503,554 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,869 CHF | 503,369 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,155 CHF | 503,655 CHF | 99.23% | 99.23% |