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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,242 CHF | 497,742 CHF | 99.17% | 99.17% |
20/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,012 CHF | 496,512 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,359 CHF | 494,859 CHF | 99.17% | 99.17% |
18/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,722 CHF | 495,222 CHF | 99.22% | 99.22% |
15/11/2024 | 0.50% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,593 CHF | 497,093 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,818 CHF | 501,318 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,611 CHF | 501,111 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,435 CHF | 501,935 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,381 CHF | 501,881 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,234 CHF | 500,734 CHF | 99.17% | 99.17% |