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% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,037 CHF | 504,537 CHF | 99.08% | 99.08% |
19/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,655 CHF | 505,155 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,722 CHF | 507,222 CHF | 99.38% | 99.38% |
15/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,873 CHF | 502,373 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,882 CHF | 504,382 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,057 CHF | 501,557 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,447 CHF | 501,947 CHF | 99.38% | 99.38% |
11/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,007 CHF | 502,507 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,487 CHF | 499,987 CHF | 99.34% | 99.34% |
07/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,702 CHF | 502,202 CHF | 98.77% | 98.77% |