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 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,012 CHF | 501,561 CHF | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,976 CHF | 501,526 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,754 CHF | 501,304 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,997 CHF | 501,546 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 502,050 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,349 CHF | 501,899 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,506 CHF | 502,056 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 502,550 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,667 CHF | 502,217 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,851 CHF | 502,401 CHF | 99.23% | 99.23% |