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% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,665 CHF | 498,165 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 499,915 | 497,076 CHF | 499,492 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,297 CHF | 501,797 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,793 CHF | 502,293 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,750 CHF | 505,250 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,415 CHF | 505,915 CHF | 99.10% | 99.10% |
12/11/2024 | 0.49% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,960 CHF | 506,460 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,974 CHF | 506,474 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,173 CHF | 505,673 CHF | 99.35% | 99.35% |
07/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,338 CHF | 505,838 CHF | 98.80% | 98.80% |