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% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,393 CHF | 503,893 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,574 CHF | 502,074 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,823 CHF | 503,323 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,486 CHF | 501,986 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,623 CHF | 501,123 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,473 CHF | 500,973 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,147 CHF | 502,647 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,845 CHF | 506,345 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,576 CHF | 506,076 CHF | 99.35% | 99.35% |
07/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,884 CHF | 505,384 CHF | 98.80% | 98.80% |