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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,992 CHF | 500,492 CHF | 99.17% | 99.17% |
20/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,391 CHF | 499,891 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,407 CHF | 498,907 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,552 CHF | 499,052 CHF | 99.22% | 99.22% |
15/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,400 CHF | 499,900 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,662 CHF | 502,162 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,753 CHF | 502,253 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,201 CHF | 502,701 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,272 CHF | 502,772 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,816 CHF | 502,316 CHF | 99.17% | 99.17% |