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% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,684 CHF | 506,184 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,617 CHF | 506,117 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,720 CHF | 506,220 CHF | 99.22% | 99.22% |
15/11/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,849 CHF | 506,349 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,951 CHF | 506,451 CHF | 99.16% | 99.16% |
13/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,093 CHF | 506,593 CHF | 99.17% | 99.17% |
12/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,168 CHF | 506,668 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,482 CHF | 506,982 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,335 CHF | 506,835 CHF | 99.17% | 99.17% |
07/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,183 CHF | 506,683 CHF | 99.08% | 99.08% |