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% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,178 CHF | 500,678 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,956 CHF | 499,456 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,889 CHF | 500,389 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,332 CHF | 500,832 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,693 CHF | 500,193 CHF | 99.37% | 99.37% |
13/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,661 CHF | 499,161 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,454 CHF | 500,954 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,393 CHF | 500,893 CHF | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,659 CHF | 501,159 CHF | 99.38% | 99.38% |
07/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,505 CHF | 501,005 CHF | 98.57% | 98.57% |