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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,397 CHF | 500,897 CHF | 99.17% | 99.17% |
22/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,817 CHF | 500,317 CHF | 99.17% | 99.17% |
20/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,328 CHF | 500,828 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,677 CHF | 500,177 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,731 CHF | 502,231 CHF | 99.21% | 99.21% |
15/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,128 CHF | 503,628 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,862 CHF | 502,362 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 499,976 | 499,198 CHF | 501,674 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,746 CHF | 502,246 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,851 CHF | 504,351 CHF | 99.17% | 99.17% |