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% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,544 CHF | 501,044 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,298 CHF | 500,798 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,520 CHF | 501,020 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,348 CHF | 500,848 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,064 CHF | 500,564 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,169 CHF | 500,669 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,442 CHF | 500,942 CHF | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,988 CHF | 501,488 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,731 CHF | 501,231 CHF | 99.35% | 99.35% |
07/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,718 CHF | 501,218 CHF | 98.80% | 98.80% |