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% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,175 CHF | 500,675 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,565 CHF | 500,065 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,412 CHF | 500,912 CHF | 99.21% | 99.21% |
15/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,433 CHF | 500,933 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,392 CHF | 500,892 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,054 CHF | 499,554 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,562 CHF | 500,062 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,281 CHF | 499,781 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,798 CHF | 499,298 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,313 CHF | 499,813 CHF | 99.08% | 99.08% |