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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,574 CHF | 506,074 CHF | 99.38% | 99.38% |
22/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,040 CHF | 505,540 CHF | 99.37% | 99.37% |
20/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,002 CHF | 505,502 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,713 CHF | 505,213 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,533 CHF | 506,033 CHF | 99.37% | 99.37% |
15/11/2024 | 0.49% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,107 CHF | 506,607 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,231 CHF | 507,731 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,181 CHF | 507,681 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,241 CHF | 507,741 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 508,000 CHF | 99.38% | 99.38% |