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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,550 CHF | 99.90% | 99.90% |
20/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,550 CHF | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,807 CHF | 503,357 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,046 CHF | 503,596 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,174 CHF | 503,722 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 504,550 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 504,550 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,489 CHF | 505,039 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 505,050 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 505,050 CHF | 100.00% | 100.00% |