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% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,429 CHF | 503,929 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,073 CHF | 503,573 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,468 CHF | 503,968 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,938 CHF | 503,487 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,388 CHF | 503,888 CHF | 99.10% | 99.10% |
13/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 504,000 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 504,000 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 504,000 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 504,000 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,655 CHF | 504,155 CHF | 99.24% | 99.24% |