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% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,484 CHF | 499,984 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,265 CHF | 498,765 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,763 CHF | 499,263 CHF | 99.22% | 99.22% |
15/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,685 CHF | 499,185 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,083 CHF | 500,583 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,035 CHF | 500,535 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,982 CHF | 501,482 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,708 CHF | 502,208 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,126 CHF | 501,626 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,914 CHF | 501,414 CHF | 99.08% | 99.08% |