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% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,574 CHF | 506,074 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,352 CHF | 505,852 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,596 CHF | 506,096 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,920 CHF | 506,420 CHF | 99.34% | 99.34% |
14/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,459 CHF | 506,959 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,828 CHF | 507,328 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,858 CHF | 507,358 CHF | 99.14% | 99.14% |
11/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,924 CHF | 507,424 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,667 CHF | 507,167 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,752 CHF | 507,252 CHF | 98.56% | 98.56% |