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% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,167 CHF | 503,667 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,874 CHF | 503,374 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,625 CHF | 504,125 CHF | 98.95% | 98.95% |
15/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,010 CHF | 504,510 CHF | 99.37% | 99.37% |
14/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,839 CHF | 505,339 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,239 CHF | 505,739 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,242 CHF | 505,742 CHF | 99.15% | 99.15% |
11/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,496 CHF | 505,996 CHF | 99.38% | 99.38% |
08/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,051 CHF | 505,551 CHF | 99.38% | 99.38% |
07/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,237 CHF | 505,737 CHF | 98.56% | 98.56% |