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% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,170 CHF | 498,670 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,535 CHF | 497,035 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,645 CHF | 498,145 CHF | 98.95% | 98.95% |
15/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,487 CHF | 500,987 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,319 CHF | 500,819 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,634 CHF | 503,134 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,459 CHF | 503,959 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,506 CHF | 505,006 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,033 CHF | 505,533 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,699 CHF | 507,199 CHF | 98.56% | 98.56% |