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% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,508 CHF | 503,008 CHF | 99.37% | 99.37% |
19/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,533 CHF | 502,033 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,625 CHF | 502,125 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,277 CHF | 502,777 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,022 CHF | 502,522 CHF | 99.10% | 99.10% |
13/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,482 CHF | 502,982 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,998 CHF | 503,498 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,997 CHF | 504,497 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,629 CHF | 503,129 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,649 CHF | 504,149 CHF | 99.23% | 99.23% |