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% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,585 CHF | 499,085 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,098 CHF | 497,598 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,781 CHF | 500,281 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,003 CHF | 501,503 CHF | 99.35% | 99.35% |
14/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,469 CHF | 501,969 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,416 CHF | 501,916 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,056 CHF | 504,556 CHF | 99.14% | 99.14% |
11/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,253 CHF | 505,753 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,070 CHF | 504,570 CHF | 99.38% | 99.38% |
07/11/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,265 CHF | 505,765 CHF | 98.56% | 98.56% |