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% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,048 CHF | 502,548 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,244 CHF | 502,744 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,093 CHF | 502,593 CHF | 99.21% | 99.21% |
15/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,333 CHF | 502,833 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,622 CHF | 502,122 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,602 CHF | 501,102 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,533 CHF | 500,033 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,641 CHF | 502,141 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,488 CHF | 501,988 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,022 CHF | 501,522 CHF | 99.08% | 99.08% |